Results
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Risk & Derivatives. by
- Avellaneda, Marco, 1955-
- Dupire, Bruno
- Grasselli, Matheus
- Guyon, Julien
- Saporito, Yuri
- Schmock, Uwe
- Targino, Rodrigo
- Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2016
Other title:
- Special Techniques for Special Events (part Ia)/
- Trading VIX Derivatives (part Ib)/
- Macroeconomic modelling with heterogeneous agents: the master equation approach (part IIa)/
- Bounds for VIX Futures given S&P 500 smiles (part IIb)/
- Functional Itô Calculus, Path-Dependence and the Computational of Greeks (part IIIa)/
- Multivariate Collective Risk Model: Dependent Claim Numbers and Panjer's Recursion (part IIIb)/
- Bayesian modelling and allocation of insurance risks (part IIIc)/
Availability: No items available.
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A Brief History of CORE. by
- Avellaneda, Marco, 1955-
- Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2020
Availability: No items available.
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Research in Options 2015. by
- Research in Options 2015 (2015: IMPA, Rio de Janeiro, Brazil)
- Dupire, Bruno
- Avellaneda, Marco
- El Karoui, Nicole
- Vázquez, Carlos
- Rogers, Chris
- Jaimungal, Sebastian
- Hughston, L. P, 1951-
- Douady, R
- Pennanen, Teemu
- Fritelli, Marco
- Schmock, Uwe
- Wagalath, Lakshithe
- Bernard, Carole
- Omladic, Matjaz
- Grasselli, Matheus
- Zubelli, Jorge P
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2015
Availability: No items available.
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Research in Options 2016. by
- Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil)
- Avellaneda, Marco, 1955-
- Dupire, Bruno
- Zubelli, Jorge P
- Souza, Max O. de
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2016
Availability: No items available.
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Research in Options 2017. by
- Research in Options 2017 (2017: IMPA, Rio de Janeiro, Brazil)
- Avellaneda, Marco, 1955-
- Zubelli, Jorge P
- Dupire, Bruno
- Souza, Max O. de
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2017
Availability: No items available.
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Research in Options 2018. by
- Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
- Avellaneda, Marco, 1955-
- Zubelli, Jorge P
- Dupire, Bruno
- Souza, Max O. de
- Saporito, Yuri
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2018
Availability: No items available.
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Research in Options 2019. by
- Research in Options 2019 (2019: IMPA, Rio de Janeiro, Brazil)
- Avellaneda, Marco, 1955-
- Zubelli, Jorge P
- Dupire, Bruno
- Souza, Max O. de
- Saporito, Yuri
- Targino, Rodrigo
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2019
Availability: No items available.
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Research in Options 2020. by
- Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
- Avellaneda, Marco, 1955-
- Zubelli, Jorge P
- Dupire, Bruno
- Castro Filho, Luciano Irineu
- Oliveira, Roberto Imbuzeiro M. F. de
- Iusem, Alfredo Noel
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2020
Availability: No items available.
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