XVII Workshop on Quantitative Finance -- Session on PRICING II (Sala Stemmi)

Parallel Sessions

29 January 2016 - 29 January 2016

Current List of Participants (See Documents)

[table view]

Enrico Biffis

Communication: A pricing formula for delayed claims: Appreciating the past to value the future

Beniamin Goldys

The University of New South Wales
Communication: A pricing formula for delayed claims: Appreciating the past to value the future

Zorana Grbac

Department of Mathematics - Sveuilite u Zagrebu
Communication: Derivative pricing for a multi-curve extension of the Gaussian exponentially quadratic short rate

Marina Marena

Communication: Pricing multivariate barrier reverse convertible with factor-based subordinators

Laura Meneghello

Communication: Derivative pricing for a multi-curve extension of the Gaussian exponentially quadratic short rate

Cecilia Prosdocimi

Communication: A pricing formula for delayed claims: Appreciating the past to value the future

Andrea Romeo

Communication: Pricing multivariate barrier reverse convertible with factor-based subordinators

Wolfgang Runggaldier

Communication: Derivative pricing for a multi-curve extension of the Gaussian exponentially quadratic short rate

Patrizia Semeraro

Communication: Pricing multivariate barrier reverse convertible with factor-based subordinators