Past Imperial-ETH Meetings:

Past Imperial-ETH Meetings:

Imperial-ETH 2017

Imperial College London, 27-29 March 2017

grand theft auto iv gta 4 keygen serial key The 5th Imperial - ETH Workshop on Mathematical Finance brings together researchers and PhD students from the oral herpes vs chapped lips, the mcguider keygen chomikuj and the CFM-Imperial Institute of Quantitative Finance for a 3-day seminar on new research developments in stochastic analysis and mathematical modeling in finance.


Monday 27th March 2017

how to install pspice 9.2 crack

10:30-10:40 Rama CONT and Josef TEICHMANN    Registration & Welcome 
10:40-11:30 fruity loops 10.0.9 keygen download Peter FRIZ TU Berlin crack photoshop cs2 download free Aspects of Rough Volatility
11:30-12:10 Aitor MUGURUZA IC toon boom harmony crack On VIX Futures Under Rough Bergomi
12:10-13:40 graham cracker nash tx Lunch Break
13:40-14:20 David PROMEL ETH mcafee mobile security subscription key free download crack Rough Path Metrics on a Besov-Nikolskii Type Scale
14:20-15:00 Rama CONT IC lake crackenback weather forecast Functional Calculus and Controlled Rough Paths
15:00-15:30 autocad 2012 crack 32 bit windows 7 Coffee & Cakes
15:30-16:10 fakta om crack Martin LARSSON crack sleeping dogs 1.4 chomikuj ETH descargar crack para resident evil 5 pc windows 7 The Characteristic Function of Affine Volterra Processes
16:10-16:50 crack back everyday Martin WEIDNER microsoft office professional hybrid 2007 keygen IC crack do icewind dale 2 pl chomikuj Global Solutions of Rough Differential Equations on Manifolds
17:00-18:00 csr racing iap cracker 2013 Drinks 

keil c51 9.03 crack  

Tuesday 28th March 2017

swansoft cnc simulator full crack download

09:00-09:40 Patrick CHERIDITO ETH i always wake up with chapped lips Variable Annuities with High Water Mark Withdrawal Benefit
09:40-10:20 Raphael BENICHOU CFM download worms reloaded cracked Agnostic Risk Parity: Taming Known and Unknown-Unknowns
10:20-10:50 simcity 4 deluxe crack file download Coffee Break
10:50-11:30 Thomas KRABICHLER ETH mafia 2 working crack free download The Jarrow & Turnbull Setting Revisited
11:30-12:10 cool coat rack uk Aditi DANDAPANI ETH windows 7 professional ita 64 bit crack The Effect of Initial Englargement of the Filtration on the Martingale Property
12:10-13:40 keygen minitool power data recovery 6.5 Lunch Break
13:40-14:20 Eyal NEUMAN  IC hand crank flashlight amazon Incorporating Signals into Optimal Trading
14:20-15:00 Marvin MUELLER ETH filmconvert pro sony vegas crack A Limit Order Book Model with Mean Reversion
adobe creative suite crack cs6 mac 15:00-15:40 tai unikey full crack Iacopo MASTROMATTEO  CFM how to get crack apps without jailbreak Trading Lightly: Cross-Impact and Optimal Portfolio Execution
tai game green farm 3 viet hoa crack 15:40-16:10 crack set Coffee & Cakes
16:10-16:50 product key for microsoft office 2010 professional plus key generator Ibrahim EKREN ETH stickmen on crack 12345 Portfolio Choice with Permanent and Temporary Transaction Costs
16:50-17:30 poweramp cracked full version free download Francesco CAPPONI IC farming simulator 2011 platinum edition crack download torent Latent Liquidity and Price Impact
17:30-18:10 ppk password cracker Ariel NEUFELD ETH mywi 5.51.1 cracked cydia source Super-replication in Fully Incomplete Markets
19:00 pharaon jeu pc crack Workshop Dinner


Wednesday 29th March 2017

descargar avast y keygen gratis

09:10-09:50 download cracked ipa files for iphone 4 Josef TEICHMANN handy recovery 5.5 keygen free download ETH descargar keygen windows 7 ultimate gratis Hawkes Process Lifts and Rough Heston Models
09:50-10:30 Mikko PAKKANEN IC dr fone cracked android Decoupling the Short and Long-Term Behavior of Stochastic Volatility
10:30-11:00 madbeetle crack Coffee Break
11:00-11:40 Lukas GONON ETH tuneup utilities 2014 crack free download Filtering Affine Processes with Riccati Equations
11:40-12:20 Marco FRANCISCHELLO IC keygen nitro pdf professional Analysis of Nonlinear Valuation Equations Under Credit and Funding Effects
12:20-14:00 crack do botanicula Lunch Break

rollercoaster tycoon 3 platinum crack only

sql server 2000 crack key Due to capacity, this event is for the attendance of Mathematical Finance Research Groups from Imperial College London and ETH Zurich only.

crack reflexive arcade idm keygen generator download

Imperial-ETH 2016

ETH Zurich, 26-28 September 2016

spss text analytics for surveys crack The 4th Imperial - ETH Workshop on Mathematical Finance brings together researchers and PhD students from the cracker sa ps3 slim 4.25 and the how can i crack my gmail password for a 3-day seminar on new research developments in the mathematical modeling of financial markets.

mtd for android crack windows 7 this copy of windows is not genuine crack build 7601

Imperial-ETH 2015

Imperial-ETH Zürich Workshop on Mathematical Finance

smoking crack losing teeth rhino 5 64 bit crack Imperial College London, 4-6 March 2015

yassak v10 crack indir The 3rd Imperial - ETH Workshop on Mathematical Finance brings together researchers and PhD students from the wholesale cracker making kits and the tai game alibaba crack for a 3-day seminar on new research developments in the mathematical modeling of financial markets.

crack winx dvd ripper platinum 7 resident evil orc crack skidrow Presentations' filessaga of stone keygen to download a PDF. file of a presentation, please click on the title of the talk of interest from the workshop timetables below.

how to crack a winrar password sldutu.dll crack  btb evo crack Venueserious sam hd the first encounter reloaded crack : The Council Room, 170 Queen’s Gate

canon eos 5d firmware crack descargar crack de left 4 dead 1 pc This workshop is supported by the descargar aspel noi 5.0 con crack.

Workshop Timetables:

Wednesday 4th March 2016

09:00-09:45 Rama CONT IC dry cracked foreskin thrush: stochastic models and hydrodynamic limits (Part 1)
09:45-10:15 Thomas CAYE ETH Liquidation with Self-Exciting Price Impact
10:15-10:45 game lolf crack Coffee Break
10:45-11:15 Martin LARSSON ETH new york state smoke break laws
11:15-11:45 Thomas CASS IC Interacting communities with individual preferences: a rough perspective
11:45-12:15 Mario SIKIC ETH Deterministic quadratic hedging and mean variance portfolio optimization
12:15-14:00 routeros mipsbe keygen Lunch Break
14:00-14:30 Julius BONART CFM-Imperial crack para los sims 3 trotamundos: Empirical evidence and recent theoretical developments
14:30-15:00 Ariel NEUFELD ETH spec ops the line keygen generator
15:00-15:30 Jonathan DONIER CFM wireshark wep crack tutorial
15:30-16:00 crack do konie i kucyki najlepsi przyjaciele chomikuj Coffee & Cakes
16:00-16:30 Blanka HORVATH ETH what causes nail polish to crack (PDF)
16:30-17:00 Marc POTTERS CFM Covariance matrix cleaning for out-of-sample quadratic optimisation
17:00-17:30 crack para arar 1.2 Break - Moving to LT 340 in Huxley Building
17:30-19:00 Antti KNOWLES ETH Random matrix theory and statistical applications 

main cracker.exe descargar  

Thursday 5th March 2016

09:00-09:45 Johannes MUHLE-KARBE ETH anti peeper key crack
09:45-10:15 Martin GOULD CFM-Imperial vox crack download
10:15-10:45 cannot crack armv7 portion of fat binary Coffee Break
10:45-11:15 Sergey BADIKOV IC crack fifa manager 13 pc ita
11:15-11:45 kav 2013 crack download Ren LIU ETH nrg player 1.0.9 crack
11:45-12:15 Stephen HARDIMAN CFM The critical market: quantifying reflexivity in financial markets with a Hawkes approach
12:15-14:00 ultra avi crack Lunch Break
14:00-14:30 David STEFANOVITS ETH rack gris com preto
14:30-15:00 Mikko PAKKANEN IC keygen untuk app bb sheet (PDF)
15:00-15:30 crack yahoo mail account Thomas KRABICHLER ETH hi tec crack of dawn down hooded jacket – An FX-like Approach
15:30-16:00 download latest vce software with crack Coffee & Cakes
16:00-16:30 Ivo MIHAYLOV IC need for speed shift 2 unleashed reloaded crack
16:30-17:00 Sebastian HERMANN ETH Hedging under small volatility uncertainty
17:00-18:00 crack do lego piraci z karaibów chomikuj Break - Moving to Clore Lecture Theatre in Huxley Building
18:00-19:00 Johannes MUHLE-KARBE ETH The London Quantitative Finance Seminar: Trading with Small Price Impact


Friday 6th March 2016

09:00-09:45 Rama CONT IC axara audio converter serial keygen: stochastic models and hydrodynamic limits
09:45-10:15 Josef TEICHMANN ETH mac cracked screen repair
10:15-10:45 barkod etiket pro v5.0 crack Coffee Break
10:45-11:15 Marcel OGRODNIK IC Tail Estimates for Markovian Rough Paths
11:15-11:45 Danijel ZIVOI ETH how to crack facebook password
11:45-12:30 Damiano BRIGO IC crack for crysis 3 pc game
12:30-14:00 skyrim crack deinstallieren Lunch Break

idm crack 6.19 serial number como utilizar el diccionario de router keygen em client 6.0 crack

Imperial-ETH 2014

Imperial-ETH Zürich Workshop on Mathematical Finance

ETH Zürich, Rämistrasse 101, Zürich. 7-9 April 2014

Monday April 7, 2014

9:00–9:15 Josef TEICHMANN Introduction
9:15–10:00 Ariel NEUFELD Nonlinear Lévy Processes and their Characteristics
10:00–10:30 COFFEE BREAK
10:30–11:15 David STEFANOVITS Model risk in portfolio optimization
11:15–12:00 Jean-François CHASSAGNEUX High-order approximation of BSDEs
12:00–14:00 LUNCH
14:00–14:45 Fernando CORDERO Asymptotic Proportion of Arbitrage Points in Fractional Binary Markets
14:45–15:30 Ivo MIHAYLOV An explicit Euler scheme with strong rate of convergence for non-Lipschitz SDEs
15:30–16:00 COFFEE BREAK
16:00–16:45 Dirk TASCHE Period-to-period estimation of probabilities of default
16:45–17:30 Eamon McMURRAY Smoothing properties of McKean-Vlasov stochastic differential equations

Tuesday April 8, 2014

8:30–9:15 Thomas CASS Constrained rough paths
9:15–10:00 Philipp HARMS Expected Signature of Lévy Processes
10:00–10:30 COFFEE BREAK
10:30–11:15 Martijn PISTORIUS Optimal Dividend Distribution in the Presence of a Penalty
11:15–12:00 Andrea GRANELLI Modelling the variance risk premium of equity indices: the role of dependence and contagion
12:00–14:00 LUNCH
14:00–14:45 Valeria BIGNOZZI How superadditive can a risk measure be?
14:45–15:30 Martin HERDEGEN Economically consistent valuation for incomplete markets with bubbles
15:30–16:00 COFFEE BREAK
16:00–16:45 Blanka HORVATH A Generalized Feller Property for SABR
16:45–17:30 Antoine JACQUIER Shapes of implied volatility with positive mass at zero
17:30–18:15 Leif DÖRING Time-changed SABR
19:00 DINNER

Wednesday April 9, 2014

8:45–9:45 Antti KNOWLES On the principal components of sample covariance matrices
9:45–10:30 Philippe DEPREZ Poisson Heterogeneous Random-Connection Model
10:30–11:00 COFFEE BREAK
11:00–12:00 Rama CONT Functional Kolmogorov equations
12:00–12:45 Pierre BLACQUE-FLORENTIN Functional calculus and representation formulas for discontinuous martingales
12:45–14:15 LUNCH
14:15–16:00 Discussion

dry skin crack of mouth ban idm co crack aseedc pro 5 crack

Imperial-ETH 2013

Imperial-ETH Workshop on New Directions in Mathematical Finance

virtual dj 7 pro crack only spiderman 3 crack pc Imperial College, London, 6-7 March 2013

cracker of a time meaning The First ETH Zurich-Imperial College Workshop on Mathematical Finance brings together researchers and PhD students from the paquete office 2010 gratis con crack and the deckadance crack at Imperial College London for a 2-day seminar on new research developments in the mathematical modeling of financial markets. 

This workshop is sponsored by the Imperial College London Mathematics Platform Grant (EP/I019111/1) and the Department of Mathematics, ETH Zurich.

picasa 3 keygen cities in motion 2 crack only VENUE: Imperial College, 170 Queens Gate, South Kensington.


Wednesday March 6, 2013

8:55–9:00 Rama CONT Introduction
9:00–9:45 Mete SONER Martingale optimal transport
and robust hedging
9:45–10:15 Albert ALTAROVICI Asymptotics with Fixed Costs
10:15–10:45 pc cleaner pro crack 2012 COFFEE BREAK
10:45–11:30 Rama CONT Pathwise functional calculus and robust
hedging of path-dependent derivatives
11:30–12:15 Thomas CASS Gaussian concentration inequalities,
rough paths and applications in finance
12:15–12:45 Xin DONG Existence of intensity process for a
structural model with jumps
12:45–14:15 crack do diablo 2 lod pl LUNCH BREAK
14:15–15:00 Josef TEICHMANN Robust calibration
15:00–15:30 Oleg REICHMANN Efficient option pricing for time-inhomogeneous models
15:30–16:00 crack do starcraft i COFFEE & CAKES
16:00–16:30 Patrick ROOME Asymptotics of forward implied volatility
16:30–17:00 Anja RICHTER Stochastic evolution of the volatility surface
17:00–17:30 Nicoletta GABRIELLI Affine processes from a different perspective

Thursday March 7, 2013

9:00–9:45 Mark DAVIS On Quantitative risk management and P-measure
9:45–10:15 Eric SCHAANNING Measuring extreme dependence: CoVaR
10:15–10:45 spectrasonics atmosphere keygen download COFFEE BREAK
10:45–11:30 Martijn PISTORIUS Consistent valuations based on distorted expectations
11:30–12:00 Martin HERDEGEN No-arbitrage in a numéraire-independent
modelling framework
12:00–12:30 Ren LIU Portfolio selection with small transaction costs and binding portfolio constraints
12:30–14:00 password recovery bundle 2012 keygen LUNCH  
14:00–14:45 Damiano BRIGO Funding, collateral and hedging: the
illusory CVA/FVA decomposition
14:45–15:15 David STEFANOVITS Hedging of long term liabilities in a bond market model with reinvestment risks
15:15–15:45 keygen vocal remover COFFEE & CAKES
15:45–16:30 Dan CRISAN BSDEs and smoothness of solutions
for degenerate semilinear PDEs
16:30–17:00 Ludovic MOREAU Stochastic target games
17:00–17:30 Johannes STOLTE Simulation of a Lévy process, its running maximum
and its occupation time
17:30–18:00 gas guzzlers crack pc BREAK
18:00–19:00 Paul EMBRECHTS cracked pelvic bone elderly :
Model uncertainty and Risk Aggregation
(Clore Lecture Theatre, 180 Queens Gate)

tal keygen crack call of duty mw3 skidrow crack madbid