Videos

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On the benefits of risk sharing Thumbnail

On the benefits of risk sharing

Presenter
  • Delia Coculescu
May 12, 2022
IMSI
Market Making and Derivative Pricing via Dynamic Conic Finance Thumbnail

Market Making and Derivative Pricing via Dynamic Conic Finance

Presenter
  • Tao Chen
May 12, 2022
IMSI
Risk averse and distributionally robust modeling of multistage stochastic programs Thumbnail

Risk averse and distributionally robust modeling of multistage stochastic programs

Presenter
  • Alexander Shapiro
May 12, 2022
IMSI
Epic Math Battles: Nash vs. Pareto Thumbnail

Epic Math Battles: Nash vs. Pareto

Presenter
  • Birgit Rudloff
May 11, 2022
IMSI
Convex measures of model risk for option hedging and nonlinear Black Scholes equations Thumbnail

Convex measures of model risk for option hedging and nonlinear Black Scholes equations

Presenter
  • Rüdiger Frey
May 11, 2022
IMSI
Time consistency and set-valued Bellman’s principle: evidence from mean-risk problem and acceptability maximization Thumbnail

Time consistency and set-valued Bellman’s principle: evidence from mean-risk problem and acceptability maximization

Presenter
  • Gabriela Kovacova
May 11, 2022
IMSI
Time Consistency of Scalar Multivariate Risk Measures and the Moving Scalarization Thumbnail

Time Consistency of Scalar Multivariate Risk Measures and the Moving Scalarization

Presenter
  • Zachary Feinstein
May 11, 2022
IMSI
Fair Systemic Risk Measures and Systemic Optimal Risk Transfer Equilibria Thumbnail

Fair Systemic Risk Measures and Systemic Optimal Risk Transfer Equilibria

Presenter
  • Thilo Meyer-Brandis
May 10, 2022
IMSI
Systemic risk measures: conditional and robust features Thumbnail

Systemic risk measures: conditional and robust features

Presenter
  • Marco Frittelli
May 10, 2022
IMSI
American and exotic options in a market with frictions Thumbnail

American and exotic options in a market with frictions

Presenter
  • Gero Junike
May 10, 2022
IMSI
E-backtesting risk measures Thumbnail

E-backtesting risk measures

Presenter
  • Ruodu Wang
May 10, 2022
IMSI
Identifiability in inverse reinforcement learning Thumbnail

Identifiability in inverse reinforcement learning

Presenter
  • Sam Cohen
May 9, 2022
IMSI