| 000 | 02510n a2200289#a 4500 | ||
|---|---|---|---|
| 001 | 37983 | ||
| 003 | P5A | ||
| 005 | 20221213140605.0 | ||
| 007 | cr cuuuuuauuuu | ||
| 008 | 180126s2017 bl por d | ||
| 035 | _aocm51338542 | ||
| 040 |
_aP5A _cP5A |
||
| 082 | 0 | 4 | _acs |
| 090 | _acs | ||
| 100 | 1 |
_aSaporito, Yuri _u(FGV, Brazil) _98522 |
|
| 245 | 1 | 0 | _aStochastic Control and Differential Games with Path-Dependent Controls. |
| 260 |
_aRio de Janeiro: _bIMPA, _c2017. |
||
| 300 | _avideo online | ||
| 500 | _aTalk | ||
| 505 | 2 | _aThe 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 twelfth 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) | |
| 650 | 0 | 4 |
_aMatematica. _2larpcal _919899 |
| 697 |
_aCongressos e Seminários. _923755 |
||
| 711 | 2 |
_aResearch in Options 2017 _d(2017: _cIMPA, Rio de Janeiro, Brazil) _99419 |
|
| 856 | 4 |
_zVIDEO _uhttps://www.youtube.com/watch?v=F5QokXXpWcc&list=PLo4jXE-LdDTQm9U-EB-Xtx7qVtv82o8k2&index=20 |
|
| 856 | 4 |
_zRESUMO _uhttps://impa.br/wp-content/uploads/2017/11/RiO2017_YFSaporito.pdf |
|
| 942 |
_2ddc _cBK |
||
| 999 |
_aSTOCHASTIC Control and Differential Games with Path-Dependent Controls. Rio de Janeiro: IMPA, 2017. video online. Disponível em: <https://www.youtube.com/watch?v=F5QokXXpWcc&list=PLo4jXE-LdDTQm9U-EB-Xtx7qVtv82o8k2&index=20>. Acesso em: 26 jan. 2018. _c36644 _d36644 |
||