Regime switching market evolution and calibration, relations to polymodels. (Record no. 37439)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02653n a2200301#a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 38879 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | P5A |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20221213140618.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cuuuuuauuuu |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 181220s2018 bl por d |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | ocm51338542 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | P5A |
| Transcribing agency | P5A |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | cs |
| 090 ## - IMPA CODE FOR CLASSIFICATION SHELVES | |
| IMPA CODE FOR CLASSIFICATION SHELVES | Congressos e Seminários. |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Douady, R. |
| Affiliation | (SUNY Stony Brook, USA) |
| 9 (RLIN) | 19811 |
| 245 10 - TITLE STATEMENT | |
| Title | Regime switching market evolution and calibration, relations to polymodels. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Rio de Janeiro: |
| Name of publisher, distributor, etc. | IMPA, |
| Date of publication, distribution, etc. | 2018. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | video online |
| 500 ## - GENERAL NOTE | |
| General note | Palestra / Talk |
| 505 2# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | The use of sophisticated mathematical tools in financial engineering ranging from partial differential equations to stochastic analysis and numerical methods has been growing steadily during the past few decades. On the one hand, the mathematical tools and results have impacted the way financial phenomena are modeled and understood, and how risk is assessed and managed. On the other hand, the financial industry has been presenting a number of mathematical and computational challenges to researchers. This is the thirteenth conference hosted by IMPAs group on Math Finance on the subject. It is a follow up of the highly successful previous editions. Each one had in its attendance about 100 participants evenly spread from academia and industry. This year we will focus on different aspects of mathematical finance including (but not limited to) option pricing, fixed income, volatility trading, real options, commodities, algorithmic trading, portfolio and risk management. We will precede the conference with two days of minicourses. The minicourses will be aimed at both practioners and students. Scientific Committee Marco Avellaneda (Courant Institute, USA) Bruno Dupire (Bloomberg, USA) Jorge P. Zubelli (IMPA, Brazil) Local Committee Max Souza (UFF, Brazil) Jorge P. Zubelli (IMPA, Brazil) Yuri Saporito (FGV-RJ) |
| 650 04 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Matematica. |
| Source of heading or term | larpcal |
| 9 (RLIN) | 19899 |
| 697 ## - LOCAL SUBJECT | |
| Local Subject | Congressos e Seminários. |
| Linkage | 23755 |
| 711 2# - ADDED ENTRY--MEETING NAME | |
| Meeting name or jurisdiction name as entry element | Research in Options 2018 |
| Date of meeting or treaty signing | (2018: |
| Location of meeting | IMPA, Rio de Janeiro, Brazil) |
| 856 4# - ELECTRONIC LOCATION AND ACCESS | |
| Public note | TALK |
| Uniform Resource Identifier | <a href="https://www.youtube.com/watch?v=gX3RDLIdI0A&t=0s&list=PLo4jXE-LdDTQcTVsDXrN3owr2FnGLyl9-&index=15">https://www.youtube.com/watch?v=gX3RDLIdI0A&t=0s&list=PLo4jXE-LdDTQcTVsDXrN3owr2FnGLyl9-&index=15</a> |
| 856 4# - ELECTRONIC LOCATION AND ACCESS | |
| Public note | RESUMO |
| Uniform Resource Identifier | <a href="https://impa.br/wp-content/uploads/2018/11/RiO2018_RDouady.pdf">https://impa.br/wp-content/uploads/2018/11/RiO2018_RDouady.pdf</a> |
| 856 4# - ELECTRONIC LOCATION AND ACCESS | |
| Public note | EVENTO |
| Uniform Resource Identifier | <a href="https://impa.br/eventos-do-impa/eventos-2018/research-in-options-2018/">https://impa.br/eventos-do-impa/eventos-2018/research-in-options-2018/</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Books |
No items available.