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CONFERENCES
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Numerical methods for mean field games in economical sciences
"
by Yves Achdou
"
Dynamic models of consumer credit default
" by Jonathan Crook
"
The wings of the smile
" by Sebastian del Baño Rollin
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H-likelihood Approach to Stochastic Volatility Models
"
by Joan del Castillo
"
The value of purchasing with discount
"
by F. Javier Fernández Navas
"
Options on underlyings with discrete payments
"
by Sam Howison
"
Leverage and Mortgage Foreclosures
" by Donald Keenan
"
The Heston model with stochastic interest rates and pricing options with Fourier-cosine expansion
"
by Cornelis W. Oosterlee
"
GARCH pricing via local risk minimization. A hybrid approach to derivatives pricing
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by Juan Pablo Ortega
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Parametrix method in option pricing
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by Andrea Pascucci
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Speed ups for some option pricing problems
"
by Olivier Pironneau
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Bootstrap methods in Financial Econometrics
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by Esther Ruiz Ortega
"
Numerical Methods for Option Pricing in Multidimensional Feller Levy Models
"
by Christoph Schwab
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Stressing Rating Criteria Allowing for Default Clustering: the CPDO case
"
by Roberto Torresetti
ROUND TABLE
"Impact of Crisis in Quantitative Finance"
