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Plenary speakers:
- Yacine Aït
Sahalia, Princeton University :
The Fine Characteristics of Jumps and Volatility in High Frequency Financial Data
- Damiano Brigo,
Fitch Solutions :
Credit Derivatives pre- and in-crisis: Dynamical models implying armageddon scenarios and extreme losses
- Rama
Cont, CNRS & Columbia University :
Too interconnected to fail:
contagion and systemic risk in financial networks
- Min Dai, National University of Singapore :
Numerical Methods for Portfolio Selection with Transaction Costs
- Pierre Henry-Labordère, Société Générale :
Numerical Methods for Non-Linear Problems in Quantitative Finance
- Arturo Kohatsu-Higa, University of Osaka :
Approximations for SDE's driven by Lévy processes
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