Poster Session
Allan Jonathan da Silva (LNCC)
Efficient Solutions for Pricing and Hedging IDI Options with Jumps and Stochastic Volatility
Aracelli Alejandra Medrano Carrasco (UFF)
Arbitrage-Free Pricing of XVA
Estevão Rosalino Junior (LNCC)
Pricing Multi-Asset Options with Hyperplane Barrier
Juan Andrés Serur (Universidad del Cema)
Pricing equity options with slippage cost
Lucas Farias Lima (Fundação Getúlio Vargas)
Numerical Solution of PDE’s Using Deep Learning and Applications in Finance
Lucas Rabechini Amaral (New York University)
Price Impact of Large Orders Using Hawkes Processes
Lukasz Treszczotko (Warsaw University)
Hawkes-type stochastic volatility model
Tereza Cristina Amorelli Coelho (Banco do Brasil)
Pricing non-traded assets using indifference
Yuri Thamsten Coelho (UFF)
An application of the fast Fourier transform to option pricing
**ATTENTION:**
The Organizing Committee will provide tripods for approved posters to be set up. We ask that all poster presenters strictly follow our instructions below:
Format instructions
Dimensions: A0 vertical format (width 841 mm, height 1.189 mm).
Language: English
Each poster must contain the following information
• Title
• Names, affiliations, and work countries of each author
Setup and presentation
• Each author/presenter is solely responsible for the production and transportation of his/her poster to the event site, as well as for setting it up and presenting it at the specified times.
• Under no circumstances will we accept posters in electronic format and/or sent via electronic means.
• Each poster must be affixed to the tripod on site.
• Authors/presenters should plan to be around their posters for some time during the presentation period.
• Posters may only be removed after the presentation period.
• Each author must make sure his/her poster is legible and comprehensible.
• The event will not accept any responsibility for lost or damaged posters.
____________________________________________________________________________
Deadline: November 1st, 2018.
The RiO2018 will feature a limited number of Posters. Interested participants are welcome to submit an abstract following the instructions below.
1. You must be registered at RiO2018 prior to sending your title and abstract.
2. The abstract of your Poster must be submitted at the time of your registration, click Save and Submit Documents to attach the file in PDF format, by November 1st, 2018. The LaTex source file (in standard format) containing name, affiliation, title and abstract should be mentioned in the file.
Please click here to download the LaTex template.
If you have any difficulties, please contact eventos@impa.br
3. Acceptance will be communicated by November 5th. As noted above, the number of posters is limited and the selection will be done by the organizers.
