Presentations
- Peter Carr: Derivatives and duality
- Ernst Eberlein: Valuation in illiquid markets
- Paul Embrechts: Risk aggregation under dependence uncertainty
- Helyette Geman: Introducing Metrics to Measure Integration between Commodity Markets
- David Hobson: Model-free hedging
- Eckhard Platen: Beyond the classical paradigm
- Steven Shreve: Diffusion scaling of a limit-order book model