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Shadow prices and well posedness in the problem of optimal investment and consumption with transaction costs
Presenter
- Mihai Sirbu
May 19, 2012
IMA
A stochastic extension of the Keen-Minsky model for financial fragility
Presenter
- Matheus Grasselli
May 18, 2012
IMA
Stress Scenario Selection by Empirical Likelihood
Presenters
- Paul Glasserman
- Wanmo Kang
May 18, 2012
IMA
Stochastic Time-Change of Default Intensity Models: Pricing and Estimation
Presenter
- Michael Gordy
May 18, 2012
IMA
Indifference prices for carbon emission allowances in the European carbon market context
Presenter
- Mireille Bossy
May 17, 2012
IMA
A Feedback Model for the Financialization of Commodities Prices
Presenter
- Ronnie Sircar
May 17, 2012
IMA
Panel Discussion: Risk Management in the New Energy Markets
Presenters
- Michael Coulon
- Glenn Nafey
- Carlos Tolmasky
May 17, 2012
IMA
Advanced methods for American style options and Power plants valuation
Presenter
- Nadia Oudjane
May 17, 2012
IMA