Videos

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A comprehensive model of the Macaque V1 cortex

Presenter
  • Lai-Sang Young
May 14, 2022
ICERM
New perspective to capital allocation rules in a dynamic setting Thumbnail

New perspective to capital allocation rules in a dynamic setting

Presenter
  • Emanuela Rosazza Gianin
May 12, 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
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
Fully-dynamic risk measures: time-consistency, horizon risk, and relations with BSDEs and BSVIEs Thumbnail

Fully-dynamic risk measures: time-consistency, horizon risk, and relations with BSDEs and BSVIEs

Presenter
  • Giulia Di Nunno
May 9, 2022
IMSI
Learning from defaults Thumbnail

Learning from defaults

Presenter
  • Stephane Crepey
May 9, 2022
IMSI
Entropy as performance measure: long-run risk sensitive stochastic control in discrete time Thumbnail

Entropy as performance measure: long-run risk sensitive stochastic control in discrete time

Presenter
  • Marcin Pitera
May 9, 2022
IMSI
Bifurcation Loci of Families Finite Type Meromorphic Maps Thumbnail

Bifurcation Loci of Families Finite Type Meromorphic Maps

Presenter
  • Núria Fagella
May 6, 2022
SLMath
Special Parameters in Spaces of Meromorphic Maps Thumbnail

Special Parameters in Spaces of Meromorphic Maps

Presenter
  • Anna Miriam Benini
May 4, 2022
SLMath