Risk & Derivatives.
Publication details: Rio de Janeiro: IMPA, 2016.Description: video onlineOther title:- Special Techniques for Special Events (part Ia)/ Bruno Dupire [Parallel title]
- Trading VIX Derivatives (part Ib)/ Marco Avellaneda [Parallel title]
- Macroeconomic modelling with heterogeneous agents: the master equation approach (part IIa)/ Matheus Grasselli [Parallel title]
- Bounds for VIX Futures given S&P 500 smiles (part IIb)/ Julien Guyon [Parallel title]
- Functional Itô Calculus, Path-Dependence and the Computational of Greeks (part IIIa)/ Yuri Saporito [Parallel title]
- Multivariate Collective Risk Model: Dependent Claim Numbers and Panjer's Recursion (part IIIb)/ Uwe Schmock [Parallel title]
- Bayesian modelling and allocation of insurance risks (part IIIc)/ Rodrigo Targino [Parallel title]
- cs
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Short Course (parts I, II & III) - 7 Talks (Ia, Ib, IIa, IIb, IIIa, IIIb, IIIc)
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