Humboldt - Princeton Conference: Semiparametrics Meets Mathematical Finance

Venue: Berlin

Location: Berlin, Germany

Event Date/Time: Oct 27, 2007 End Date/Time: Oct 29, 2007
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The conference is jointly organised by Humboldt University, Berlin and Princeton University. The presenters are:

Rene Carmona, PU, "Equilibrium and Optimal Design for the Cap and Trade Emission Markets";

Ronnie Sircar, PU, "Homogeneous Groups and Multiscale Intensity Models for Multiname Credit Derivatives";

Patrick Cheridito, PU, "Equilibrium Pricing in Incomplete Markets";

Jianqing Fan, PU, "Derivative Pricing";

Yacine Aït-Sahalia, PU, "Financial Econometrics";

Birgit Rudloff, PU, "Convex Hedging in Incomplete Markets";

Wolfgang Härdle, HU, "DSFM for Dynamic Volatility Hedges";

Nikolaus Hautsch, HU, "The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility";

Denis Belomestny, WIAS, "Methods of MC Pricing of Callable Derivatives";

Rouslan Moro, HU, "EPK and Heterogeneous Investors";

Peter Imkeller, HU, "Cross Hedging and Insurance Derivatives";

Ulrich Horst, HU, "Adverse Selection and Risk Transfer in Principal Agent Games";

Peter Bank, Columbia, "A Large Investor Trading at Market Indifferent Prices"