Wednesday, September 26, 2007

Humboldt - Princeton Conference

Semiparametrics Meets Mathematical Finance

27.10.2007 - 28.10.2007

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