XVII WORKSHOP ON QUANTITATIVE FINANCE
SESSIONS: Mathematical Finance. Risk. Portfolio Selection. Interest Rates and Foreign Exchange. Optimization. Liquidity, Volatility and Trading. Finance. Volatility. Pricing. Energy.
28 January 2016 - 29 January 2016
Current List of Participants (See Documents)
[table view]
Cynthia van Hulle
Communication:
Commonality in High-Frequency Trading
Tiziano Vargiolu
Università degli Studi di Padova
Communication:
Optimal intra-day power trading with a Gaussian additive process
Bertrand Villeneuve
Communication:
OPTIMIZATION: Explicit investment rules with time-to-build and uncertainty
Marie-Therese Wolfram
University of Warwick
Communication:
MATHEMATICAL FINANCE I: Parabolic free boundary price formation models under market size fluctuations
Gunther Wuyts
Communication:
Commonality in High-Frequency Trading
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