|
Carr, Peter |
Derivatives and Duality |
June 6, 09:30-10:30 |
I10 |
Aud NBB |
|
Cont, Rama |
High frequency trading in limit order markets: mathematical modeling and asymptotic analysis |
June 5, 10:00-11:00 |
I9 |
AB |
|
Duffie, Darrell |
Efficient Contracting in Network Markets |
June 3, 09:30-10:30 |
I5 |
AB |
|
Eberlein, Ernst |
Valuation in illiquid markets |
June 6, 10:30-11:30 |
I11 |
Aud NBB |
|
Embrechts, Paul |
Risk Aggregation under Dependence Uncertainty |
June 2, 16:00-17:00 |
I2 |
AB |
|
Geman, Helyette |
Introducing Metrics to Measure Integration between Commodity Markets - Applications to the US, UK and Japanese Natural Gas Markets |
June 4, 09:00-10:00 |
I6 |
AB |
|
Glasserman, Paul |
Market-Triggered Contingent Capital: Equilibrium Price Dynamics |
June 3, 08:30-09:30 |
I4 |
AB |
|
Hobson, David |
Model-free hedging |
June 4, 10:00-11:00 |
I7 |
AB |
|
Karatzas, Ioannis |
Stable diffusions with rank-based interactions and models of large equity markets |
June 2, 17:00-18:00 |
I3 |
AB |
|
Platen, Eckhard |
Beyond the Classical Paradigm |
June 2, 14:30-15:30 |
I1 |
AB |
|
Shreve, Steven |
Diffusion scaling of a limit-order book model |
June 5, 09:00-10:00 |
I8 |
AB |
