Beatriz Mendes (UFRJ) - Pair-copulas Modeling of Realized Volatilities
Edson Bastos (BACEN) - Banking System Topology and Systemic Risk: The Brazilian Network Empirical Analysis
Edward Hoyle (Imperial College) - Stable-1/2 Bridges and Insurance: a Bayesian approach to non-life reserving
João Frois Caldeira (UFRGS) - Long-Short strategies
José Fajardo (IBMEC) - Symmetry and Option Price Monotonicity
Julien Guyon (Société Générale) - Monte-Carlo valuation in the Uncertain Volatility Model
Max de Souza (UFF) - Nonuniform Fourier Transform in Option Pricing
Nikolai Kolev (USP) - Maximum T (q)-Likelihood Estimation: a New Method and its Application in Risk Management
Rama Cont (Columbia) - Measuring systemic risk: a network-based approach
Ruth Kaila (Helsinki) - The correlated integrated variance as a statistical inverse problem
Sandrine Tobelem (London School of Economics) - Robust Decision Under Model Uncertainty
Sara Karlsson (Vienna) - Local volatility modeling using the parametric approach