RiO 2017 - Minicourses
Marco
Avellaneda (NYU, USA)
Volatility futures and ETNs in the US and European markets
Álvaro Cartea (University of Oxford)
Commodities
Bruno Dupire (Bloomberg, NY)
Some Apllications of Machine Learning to Finance
Julien Guyon (Bloomberg, USA)
The Particle Method for Smile Calibration
Sebastian Jaimungal (Univ. of Toronto, Canada)
Machine Learning and Stochastic Control for Algorithmic Trading
Lakshithe Wagalath (IÉSEG, France)
Feedback effects and endogenous risk in financial markets