MSRI- MSRI-UP 2011: Mathematical Finance

  1. Title:
    Pricing American Options using the Longstaff-Schwartz Algorithm
    Speaker:
    Daniel Matovu

    Link:
    https://www.msri.org/msri_ups/659/schedules/14935

  2. Title:
    Conditioning the Capital Asset Pricing Model with Volatility
    Speaker:
    Allyson Blizman

    Link:
    https://www.msri.org/msri_ups/659/schedules/14934

  3. Title:
    Investigating the Use of Volatility Derivatives to Hedge Portfolios
    Speaker:
    Kerisha Burke

    Link:
    https://www.msri.org/msri_ups/659/schedules/14933

  4. Title:
    Semi-Dynamic Hedging With Transaction Costs
    Speaker:
    Andrea Arauza

    Link:
    https://www.msri.org/msri_ups/659/schedules/14931

  5. Title:
    Analyzing Intraday Movement of VIX Derivatives
    Speaker:
    Michelle Bongard

    Link:
    https://www.msri.org/msri_ups/659/schedules/14930

  6. Title:
    Modelling Volatility Derivatives
    Speaker:
    Nathan Belete

    Link:
    https://www.msri.org/msri_ups/659/schedules/14929