Videos

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Equilibrium models for commodity futures markets Thumbnail

Equilibrium models for commodity futures markets

Presenter
  • Delphine Lautier
May 7, 2015
IPAM
Model Uncertainty in Commodity Models Thumbnail

Model Uncertainty in Commodity Models

Presenter
  • Sebastian Jaimungal
May 6, 2015
IPAM
A structural model for coupled electricity markets Thumbnail

A structural model for coupled electricity markets

Presenter
  • Ruediger Kiesel
May 6, 2015
IPAM
The Potential of Small Modular Infrastructure in the Commodity Industry Thumbnail

The Potential of Small Modular Infrastructure in the Commodity Industry

Presenter
  • Tim Leung
May 5, 2015
IPAM
The Real Options Approach to Valuation: Challenges and Opportunities Thumbnail

The Real Options Approach to Valuation: Challenges and Opportunities

Presenter
  • Eduardo Schwartz
May 4, 2015
IPAM
Order Book Model and Related Optimal Liquidation Problem Thumbnail

Order Book Model and Related Optimal Liquidation Problem

Presenter
  • Jin Ma
April 17, 2015
IPAM
Trading Frictions in High Frequency Markets Thumbnail

Trading Frictions in High Frequency Markets

Presenter
  • RenĂ© Carmona
April 17, 2015
IPAM
Hawkes-type HFT implies price impact Thumbnail

Hawkes-type HFT implies price impact

Presenter
  • Dmytro Karabash
April 16, 2015
IPAM
Optimal Portfolio Liquidation in Target Zone Models and Catalytic Superprocesses Thumbnail

Optimal Portfolio Liquidation in Target Zone Models and Catalytic Superprocesses

Presenter
  • Eyal Neuman
April 16, 2015
IPAM
Dark-pool perspective of optimal market making Thumbnail

Dark-pool perspective of optimal market making

Presenter
  • Maria Alessandra Crisafi
April 16, 2015
IPAM
Stationary distributions in Poisson limit order book models Thumbnail

Stationary distributions in Poisson limit order book models

Presenter
  • Ioane Muni Toke
April 16, 2015
IPAM
Estimating the cost of latency in trading Thumbnail

Estimating the cost of latency in trading

Presenter
  • Sasha Stoikov
April 16, 2015
IPAM