Lecturer | Institution | Talk |
Rene Carmona | Princeton | Equilibrium and Optimal Design for the Cap and Trade Emission Markets |
Ronnie Sircar | Princeton | Homogeneous Groups and Multiscale Intensity Models for Multiname Credit Derivatives |
Patrick Cheridito | Princeton | Equilibrium Pricing in Incomplete Markets |
Jianqing Fan | Princeton | Derivative Pricing |
Yacine Aït-Sahalia | Princeton | Financial Econometrics |
Birgit Rudloff | Princeton | Convex Hedging in Incomplete Markets |
Wolfgang Härdle | Humboldt | DSFM for Dynamic Volatility Hedges |
Nikolaus Hautsch | Humboldt | The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility |
Denis Belomestny | WIAS | Methods of MC Pricing of Callable Derivatives |
Rouslan Moro | Humboldt | EPK and Heterogeneous Investors |
Peter Imkeller | Humboldt | Cross Hedging and Insurance Derivatives |
Ulrich Horst | Humboldt | Adverse Selection and Risk Transfer in Principal Agent Games |
Peter Bank | TU Berlin | A Large Investor Trading at Market Indifferent Prices |