Risk & Derivatives.

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Publication details: Rio de Janeiro: IMPA, 2016.Description: video onlineOther title:

Special Techniques for Special Events (part Ia)/ Bruno Dupire [Parallel title]
Trading VIX Derivatives (part Ib)/ Marco Avellaneda [Parallel title]
Macroeconomic modelling with heterogeneous agents: the master equation approach (part IIa)/ Matheus Grasselli [Parallel title]
Bounds for VIX Futures given S&P 500 smiles (part IIb)/ Julien Guyon [Parallel title]
Functional Itô Calculus, Path-Dependence and the Computational of Greeks (part IIIa)/ Yuri Saporito [Parallel title]
Multivariate Collective Risk Model: Dependent Claim Numbers and Panjer's Recursion (part IIIb)/ Uwe Schmock [Parallel title]
Bayesian modelling and allocation of insurance risks (part IIIc)/ Rodrigo Targino [Parallel title]

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Short Course (parts I, II & III) - 7 Talks (Ia, Ib, IIa, IIb, IIIa, IIIb, IIIc)

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