Speakers
Bruno Dupire (Bloomberg) – Super-replication
Chris Rogers (Cambridge) – Diverse Beliefs
Jean-Pierre Fouque (UCSB) – Calibration of Stock Betas from Skews of Implied Volatilities
Jim Gatheral (NYU) – Price manipulation in models of the order book
Lane Hughston (Imperial College) – General Interest Rate Models in Discrete Time
Marco Avellaneda (NYU) – Path Dependence of Leveraged ETF Return
Matheus Grasselli (McMaster) – Chaotic Interest Rate Model Calibration
Rama Cont (Columbia) – Forward equations for option prices in semimartingale models
Sebastian Jaimungal (Toronto) – The Optimal Time to Invest When Volume is Uncertain