Videos

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Efficient Simulation of Generalized SABR and Stochastic Local Volatility Models Thumbnail

Efficient Simulation of Generalized SABR and Stochastic Local Volatility Models

Presenter
  • Duy Nguyen
June 15, 2018
IMA
Optimal Asset Allocation with Stochastic Interest Rates in Regime-Switching Models Thumbnail

Optimal Asset Allocation with Stochastic Interest Rates in Regime-Switching Models

Presenter
  • Ruihua Liu
June 15, 2018
IMA
Valuing Equity-Linked Insurance Products Thumbnail

Valuing Equity-Linked Insurance Products

Presenter
  • Hailiang Yang
June 14, 2018
IMA
The ∂-Problem In The Twenty-First Century: 06/14/2018 - Lecture 2 Thumbnail

The ∂-Problem In The Twenty-First Century: 06/14/2018 - Lecture 2

Presenter
  • Debraj Chakrabarti
June 14, 2018
MSRI
Derivatives Pricing in Nonlinear Models Thumbnail

Derivatives Pricing in Nonlinear Models

Presenter
  • Tom Bielecki
June 14, 2018
IMA
The ∂-Problem In The Twenty-First Century: 06/14/2018 - Lecture 1 Thumbnail

The ∂-Problem In The Twenty-First Century: 06/14/2018 - Lecture 1

Presenter
  • Jeffery McNeal
June 14, 2018
MSRI
Nonlinear Valuation in Theory and Practice Thumbnail

Nonlinear Valuation in Theory and Practice

Presenter
  • Dilip Madan
June 14, 2018
IMA
Large tournament games Thumbnail

Large tournament games

Presenter
  • Jaksa Cvitanic
June 13, 2018
IMA
The ∂-Problem In The Twenty-First Century: 06/13/2018 - Lecture 2 Thumbnail

The ∂-Problem In The Twenty-First Century: 06/13/2018 - Lecture 2

Presenter
  • Debraj Chakrabarti
June 13, 2018
MSRI
Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach Thumbnail

Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach

Presenter
  • Huyen Pham
June 13, 2018
IMA
Stopping Behaviors of Naive and Non-Committed Sophisticated Agents Thumbnail

Stopping Behaviors of Naive and Non-Committed Sophisticated Agents

Presenter
  • Xunyu Zhou
June 13, 2018
IMA
The ∂-Problem In The Twenty-First Century: 06/13/2018 - Lecture 1 Thumbnail

The ∂-Problem In The Twenty-First Century: 06/13/2018 - Lecture 1

Presenter
  • Jeffery McNeal
June 13, 2018
MSRI