Birs- 16w5134: Stochastic Analysis and Mathematical Finance - A Fruitful Partnership

  1. Title:
    Asymptotic optimal tracking: lower bounds and feedback strategies
    Speaker:
    Peter Tankov

    Link:
    http://www.birs.ca/events/2016/5-day-workshops/16w5134/videos/watch/201605261137-Tankov.html

  2. Title:
    General dynamic term structures under default risk
    Speaker:
    Claudio Fontana

    Link:
    http://www.birs.ca/events/2016/5-day-workshops/16w5134/videos/watch/201605261206-Fontana.html

  3. Title:
    Radner equilibrium in incomplete Lévy models
    Speaker:
    Kasper Larsen

    Link:
    http://www.birs.ca/events/2016/5-day-workshops/16w5134/videos/watch/201605261530-Larsen.html

  4. Title:
    A Doob-Meyer-Mertens decomposition for BSDEs, and general estimates
    Speaker:
    Bruno Bouchard

    Link:
    http://www.birs.ca/events/2016/5-day-workshops/16w5134/videos/watch/201605261705-Bouchard.html