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This is a video about Model Uncertainty Stochastic Mean-Field Control with Applications to Finance

Model Uncertainty Stochastic Mean-Field Control with Applications to Finance

June 12, 2018
IMA
Presenters: Bernt Oksendal

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This is a video about Efficient Simulation of Generalized SABR and Stochastic Local Volatility Models

Efficient Simulation of Generalized SABR and Stochastic Local Volatility Models

June 15, 2018
IMA
Presenters: Duy Nguyen

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This is a video about On A Corporate Bond Pricing Model With Credit Rating Migration Risks and Stochastic Interest Rate

On A Corporate Bond Pricing Model With Credit Rating Migration Risks and Stochastic Interest Rate

June 15, 2018
IMA
Presenters: Hong-Ming Yin

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This is a video about Nonlinear Valuation in Theory and Practice

Nonlinear Valuation in Theory and Practice

June 14, 2018
IMA
Presenters: Dilip Madan

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This is a video about Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach

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

June 13, 2018
IMA
Presenters: Huyen Pham

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This is a video about Optimal Execution Problem under McKean-Vlasov Liquidity Dynamics

Optimal Execution Problem under McKean-Vlasov Liquidity Dynamics

June 11, 2018
IMA
Presenters: Jin Ma

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This is a video about Valuing Equity-Linked Insurance Products

Valuing Equity-Linked Insurance Products

June 14, 2018
IMA
Presenters: Hailiang Yang

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This is a video about Optimal Asset Allocation with Stochastic Interest Rates in Regime-Switching Models

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

June 15, 2018
IMA
Presenters: Ruihua Liu

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This is a video about The value of foresight

The value of foresight

June 11, 2018
IMA
Presenters: Philip Ernst

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