Videos

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Derivatives Pricing in Nonlinear Models Thumbnail

Derivatives Pricing in Nonlinear Models

Presenter
  • Tom Bielecki
June 14, 2018
IMA
On Merton Portfolio Optimization Problems Thumbnail

On Merton Portfolio Optimization Problems

Presenter
  • Shuenn-jyi Sheu
May 7, 2018
IMA
Semi-parametric Dynamic Max-copula Model for Multivariate Time Series Thumbnail

Semi-parametric Dynamic Max-copula Model for Multivariate Time Series

Presenter
  • Zhengjun Zhang
February 21, 2018
IMA
Quantile-Optimal Treatment Regimes Thumbnail

Quantile-Optimal Treatment Regimes

Presenter
  • Lan Wang
September 14, 2017
IMA
Portfolio optimization in a short time horizon Thumbnail

Portfolio optimization in a short time horizon

Presenter
  • Rohini Kumar
April 28, 2017
IPAM
Recent Advances in Factional Stochastic Volatility Models Thumbnail

Recent Advances in Factional Stochastic Volatility Models

Presenter
  • Alexandra Chronopoulou
April 28, 2017
IPAM
A Convex Primal Formulation for Convex Hull Pricing Thumbnail

A Convex Primal Formulation for Convex Hull Pricing

Presenter
  • Ross Baldick
May 11, 2016
IMA
Risk-averse stochastic equilibrium problems arising in the energy industry Thumbnail

Risk-averse stochastic equilibrium problems arising in the energy industry

Presenter
  • Claudia Sagastizabal
January 12, 2016
IPAM