Videos

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Firms, Banks and Households Thumbnail

Firms, Banks and Households

Presenter
  • Chris Rogers
May 18, 2012
IMA
Stress Scenario Selection by Empirical Likelihood Thumbnail

Stress Scenario Selection by Empirical Likelihood

Presenters
  • Paul Glasserman
  • Wanmo Kang
May 18, 2012
IMA
Stochastic Time-Change of Default Intensity Models:  Pricing and Estimation Thumbnail

Stochastic Time-Change of Default Intensity Models:  Pricing and Estimation

Presenter
  • Michael Gordy
May 18, 2012
IMA
Financial Crises and Contagion: dynamical systems approach Thumbnail

Financial Crises and Contagion: dynamical systems approach

Presenter
  • Youngna Choi
May 18, 2012
IMA
Spread Option Pricing in Electricity Markets Thumbnail

Spread Option Pricing in Electricity Markets

Presenter
  • Michael Coulon
May 17, 2012
IMA
Indifference prices for carbon emission allowances in the European carbon market context Thumbnail

Indifference prices for carbon emission allowances in the European carbon market context

Presenter
  • Mireille Bossy
May 17, 2012
IMA
A Feedback Model for the Financialization of Commodities Prices Thumbnail

A Feedback Model for the Financialization of Commodities Prices

Presenter
  • Ronnie Sircar
May 17, 2012
IMA
Panel Discussion: Risk Management in the New Energy Markets Thumbnail

Panel Discussion: Risk Management in the New Energy Markets

Presenters
  • Michael Coulon
  • Glenn Nafey
  • Carlos Tolmasky
May 17, 2012
IMA
Advanced methods for American style options and Power plants valuation Thumbnail

Advanced methods for American style options and Power plants valuation

Presenter
  • Nadia Oudjane
May 17, 2012
IMA
Dynamic Cournot Games for Non-Renewable Resources Thumbnail

Dynamic Cournot Games for Non-Renewable Resources

Presenter
  • Michael Ludkovski
May 17, 2012
IMA
What does futures market interest tell us about the macroeconomy and asset prices? Thumbnail

What does futures market interest tell us about the macroeconomy and asset prices?

Presenter
  • Motohiro Yogo
May 17, 2012
IMA

Chemical reaction systems with toric steady states

Presenter
  • Anne Shiu
May 11, 2012
MBI