Results
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Risk & Derivatives. by
- Avellaneda, Marco, 1955-
- Dupire, Bruno
- Grasselli, Matheus
- Guyon, Julien
- Saporito, Yuri
- Schmock, Uwe
- Targino, Rodrigo
- Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2016
Other title:
- Special Techniques for Special Events (part Ia)/
- Trading VIX Derivatives (part Ib)/
- Macroeconomic modelling with heterogeneous agents: the master equation approach (part IIa)/
- Bounds for VIX Futures given S&P 500 smiles (part IIb)/
- Functional Itô Calculus, Path-Dependence and the Computational of Greeks (part IIIa)/
- Multivariate Collective Risk Model: Dependent Claim Numbers and Panjer's Recursion (part IIIb)/
- Bayesian modelling and allocation of insurance risks (part IIIc)/
Availability: No items available.
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2.
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The Particle Method for Smile Calibration. by
- Guyon, Julien
- Research in Options 2017 (2017: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2017
Availability: No items available.
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