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Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion
Presenter
- Rama Cont
May 23, 2022
IMSI
Functional Ito Calculus and Applications - Lecture 4: Application to Forward-Backward stochastic differential equations
Presenter
- Rama Cont
May 15, 2015
IPAM
Functional Ito Calculus and Applications - Lecture 3: Functional Kolmogorov equations
Presenter
- Rama Cont
May 15, 2015
IPAM
Functional Ito Calculus and Applications - Lecture 2: Weak functional calculus and martingale representation
Presenter
- Rama Cont
May 15, 2015
IPAM
Functional Ito Calculus and Applications - Lecture 1: Pathwise calculus for non-anticipative functionals
Presenter
- Rama Cont
May 15, 2015
IPAM
Systemic Risk: Channels of Contagion in Financial Systems (Part 3)
Presenter
- Rama Cont
March 12, 2015
IPAM
Systemic Risk: Channels of Contagion in Financial Systems (Part2)
Presenter
- Rama Cont
March 12, 2015
IPAM
Systemic Risk: Channels of Contagion in Financial Systems (Part 1)
Presenter
- Rama Cont
March 12, 2015
IPAM
Interbank Lending with Benchmark Rates: A Singular Control Game
Presenter
- Xin Guo
December 6, 2021
IMSI
Fire Sales and Default Cascades in Complex Financial Networks
Presenter
- Hamed Amini
April 7, 2022
IMSI