Institute of Mathematics

Conference/details

Aymeric Kalife, Luca Taschini: Special talks

01.06.2012

Friday, 01.06.12
Time SpeakerTitlePlace
15:30-16:20Luca Taschini
(London School of Economics)
Flexibility Premium in Marketable PermitsY27H12
16:30-17:20Aymeric Kalife
(Axa-Winterthur Paris)
Dynamic Feedback, Hedging of Long Dated Derivatives by a Large Player: From Cash Equity to Variance SwapsY27H12