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Documents Calibration of Jump-Diffusion Option Pricing Models - A Robust Non-Parametric Approach

Calibration of jump-diffusion option-pricing models: a robust non-parametric approach. ∗ Rama Cont & Peter Tankov Centre de Math´ematiques Appliquees CNRS - Ecole…

Documents Talk SPA Berlin

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…

Documents Photos by Susie Fitzhugh Building Excellence Presentation Community Engagement April 2012.

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…

Documents A Workshop honoring Gideon Weiss, 2012, Yonit Barron & David Perry.

* 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…

Documents SSRN-Id1753788 - The Prayer - Ten-Step Checklist for Advanced Risk and Portfolio Management

Ten-Step Checklist for Advanced Risk and Portfolio Management Attilio Meucci1 [email protected] published2 : April 1 2011 this revision: May 12 2011 latest revision…