Videos

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Curing Treasury Market Dysfunction under Stress Thumbnail

Curing Treasury Market Dysfunction under Stress

Presenter
  • Darrell Duffie
April 4, 2022
IMSI
Climate risk analysis for financial stability assessment Thumbnail

Climate risk analysis for financial stability assessment

Presenter
  • Tobias Adrian
April 4, 2022
IMSI
Systemic risk: from network theory to machine learning Thumbnail

Systemic risk: from network theory to machine learning

Presenter
  • Paolo Barucca
April 4, 2022
IMSI
Market fragmentation and strategic avoidance of price impact Thumbnail

Market fragmentation and strategic avoidance of price impact

Presenter
  • Darrell Duffie
April 1, 2022
IMSI
Optimal brokerage contracts in Almgren-Chriss model Thumbnail

Optimal brokerage contracts in Almgren-Chriss model

Presenter
  • Sergey Nadotchiy
April 1, 2022
IMSI
Predictable Forward Performance Processes: Infrequent Evaluation and Robo-Advising Applications Thumbnail

Predictable Forward Performance Processes: Infrequent Evaluation and Robo-Advising Applications

Presenter
  • Moris Strub
April 1, 2022
IMSI
Robo-Advising Thumbnail

Robo-Advising

Presenter
  • Alberto Rossi
April 1, 2022
IMSI
Goal-Based Portfolio Investing Thumbnail

Goal-Based Portfolio Investing

Presenter
  • Agostino Capponi
April 1, 2022
IMSI
Wasserstein distributionally robust decision problems Thumbnail

Wasserstein distributionally robust decision problems

Presenter
  • Jan Obloj
March 31, 2022
IMSI
The Growth-Optimal Portfolio in Fund Models Thumbnail

The Growth-Optimal Portfolio in Fund Models

Presenter
  • Johannes Ruf
March 31, 2022
IMSI
A Malliavin calculus approach to volatility modelling Thumbnail

A Malliavin calculus approach to volatility modelling

Presenter
  • Elisa Alòs
March 31, 2022
IMSI
Risk optimization under What-If constraints Thumbnail

Risk optimization under What-If constraints

Presenter
  • Paul Embrechts
March 30, 2022
IMSI