Contributed Talks

Beatriz Mendes (UFRJ) – Pair-copulas Modeling of Realized Volatilities

Edson Bastos (BACEN) – Banking System Topology and Systemic Risk: The Brazilian Network Empirical Analysis

Edward Hoyle (Imperial College) – Stable-1/2 Bridges and Insurance: a Bayesian approach to non-life reserving

João Frois Caldeira (UFRGS) – Long-Short strategies

José Fajardo (IBMEC) – Symmetry and Option Price Monotonicity

Julien Guyon (Société Générale) – Monte-Carlo valuation in the Uncertain Volatility Model

Max de Souza (UFF) – Nonuniform Fourier Transform in Option Pricing

Nikolai Kolev (USP) – Maximum T (q)-Likelihood Estimation: a New Method and its Application in Risk Management

Rama Cont (Columbia) – Measuring systemic risk: a network-based approach

Ruth Kaila (Helsinki) – The correlated integrated variance as a statistical inverse problem

Sandrine Tobelem (London School of Economics) – Robust Decision Under Model Uncertainty

Sara Karlsson (Vienna) – Local volatility modeling using the parametric approach