Calibration of jump-diffusion option-pricing models: a robust non-parametric approach. ∗ Rama Cont & Peter Tankov Centre de Math´ematiques Appliquees CNRS - Ecole…
A new approach to LIBOR modeling Martin Keller-Ressel TU Wien / Aarhus University / ETH Zürich Based on joint work with Antonis Papapantoleon and Josef Teichmann 33rd Conference…
Slide 1 Photos by Susie Fitzhugh Building Excellence Presentation Community Engagement April 2012 Slide 2 Tonight we will share: Our current situation on safety, enrollment…
* A Workshop honoring Gideon Weiss, 2012, Yonit Barron & David Perry. The Make-To-Stock concept was very common in the past. Companies manufactured inventory in order…
Ten-Step Checklist for Advanced Risk and Portfolio Management Attilio Meucci1 [email protected] published2 : April 1 2011 this revision: May 12 2011 latest revision…