Florian (École Polytechnique)
Multilevel Monte Carlo method and lower and upper bounds for Initial margin computations
Christopher Hofmann (Chemnitz University of Technology)
Simultaneous Multi-Parameter Choice with Ap- plications in Inverse Option Pricing
Diogo Duarte (Florida International University)
Vanishing Contagion Spreads
Eben Mare (University of Pretoria)
Can We Save The Recovery Theorem?
Fernando A. L. Aiube (Universidade do Estado do Rio de Janeiro)
A three-factor model of commodity prices
Gyorgy Varga (FCE Consultoria) *
The relative trading activity in options and stocks in Brazil and US for Brazilian stocks
Jose Afonso Faias (Universidade Católica Portuguesa)
Does left jump volatility predict the cross-section of equity returns?
José Javier Cerda Hernández (Universidade Nacional de Ingenieria)
Portfolio selection under Cramer-Lundberg dynamic
Juan Bladimiro Rodriguez Otazú (LNCC)
Pricing Path-dependent Derivative Securities: A New Approach
Julia Dupire (New York University Stern School of Business)
Behavioral Finance and its Applications
Konul Mustafayeva (King´s College London) & Babak Mahdavi-Damghani (University of Oxford)
Portfolio Optimization for Cointelated Pairs: SDEs vs. Machine Learning
Luca Parlamento (Macquarie University)
Quant Factors investing in Emerging Markets: the magnified problem of crowding and the case for a Long Volatility Overlay strategy
Ludger Overbeck (University Giessen)
Regime switching rough Heston model
Marcos Costa Santos Carreira (École Polytechnique)
Learning Interest Rate Interpolation
Raquel M. Gaspar (Universidade de Lisboa)
Empirics on CPPI Design Risk
Sergio Maffra (King’s College London)
A user-friendly simulation model for pensions risk management
Youngna Choi (Montclair State University)
Masked financial instability caused by wealth inequality
*To be Confirmed
Call for Contributed Talks
Deadline: September 15th, 2018.
The RiO2018 will feature a limited number of contributed talks. 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 Contributed talk must be submitted at the time of your registration, click Save and Submit Documents to attach the file in PDF format, by September 15th, 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 email@example.com
3. Acceptance will be communicated by September 24th. As noted above, the number of talks is limited and the selection will be done by the organizers.
* All presentations deemed relevant for RiO2018 which are not selected for oral presentation will be accepted as posters.