Fernando Aiube (UERJ)
Estimation of VIX futures through Gaussian factor models
Vinícius Viana Luiz Albani (UFSC)
A Splitting Strategy for the Calibration of Jump-Diffusion Models
Luca De Gennaro Aquino (Grenoble Ecole de Management)
Bounds on Multi-asset Derivatives via Neural Networks
Florian Bourgey (École Polytechnique )
Meta-model of a large credit risk portfolio in the Gaussian copula model
Ana Cascon (Omega Analysis)
New Statistics from the Geometry of Omega Functions
David Evangelista (FGV)
Mean-field game of optimal traders vs. a market maker
Jose Afonso Faias (Universidade Católica Portuguesa)
Does left jump variance predict the cross-section of equity returns?
Eben Mare (University of Pretoria)
Benchmarks, Bullies and (re)Balancing
Bruno M. P. M. Oliveira (Universidade do Porto)
Prices when random pairs of participants can make imperfect trades
Gyorgy Varga (FCE Consultoria )
Liquidity Premium and Buyback Auctions
Call for Contributed Talks
Deadline: November 10th, 2019.
The RiO2019 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 RiO2019 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 November 10th, 2019. 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 firstname.lastname@example.org
3. Acceptance will be communicated by November 15th. As noted above, the number of talks is limited and the selection will be done by the organizers.
* All presentations deemed relevant for RiO2019 which are not selected for oral presentation will be accepted as posters.