Research in Options 2017 - Lakshithe Wagalath - Part 1 IMPA, Rio de Janeiro, November 25 – 30, 2017 Lakshithe Wagalath (IESEG , France) Feedback effects and ...

Research in Options 2017 - Sebastian Jaimungal - Part 2
IMPA, Rio de Janeiro, November 25 – 30, 2017

Sebastian Jaimungal
(Univ. of Toronto, Canada)
Machine Learning and Stochastic
Control for Algorithmic Trading
Part 2

The use of sophisticated mathematical…

Research in Options 2017 - Julien Guyon - Part 1 IMPA, Rio de Janeiro, November 25 – 30, 2017 Julien Guyon (Bloomberg) The Particle Method for Smile Calibrat...

Research in Options 2017 - Raphael Douady (SUNY Stony Brook) IMPA, Rio de Janeiro, November 25 – 30, 2017 Raphael Douady (SUNY Stony Brook) Dominant Factor A...

Research in Options 2017 - Lakshithe Wagalath - Part 2 IMPA, Rio de Janeiro, November 25 – 30, 2017 Lakshithe Wagalath (IESEG , France) Feedback effects and ...

Research in Options 2017 - Roger Lee (University of Chicago, USA) IMPA, Rio de Janeiro, November 25 – 30, 2017 Roger Lee (University of Chicago, USA) Cumulan...

Research in Options 2017 - Alvaro Cartea - Part 2 IMPA, Rio de Janeiro, November 25 – 30, 2017 Alvaro Cartea (University of Oxford) Commodities Part 2 The us...

As n goes to infinity, what is the limit of n!/n^n? www.blackpenredpen.com , math for fun

Research in Options 2017 - Yuri Saporito (FGV, Brazil) IMPA, Rio de Janeiro, November 25 – 30, 2017 Yuri Saporito (FGV, Brazil) Stochastic Control and Differ...

Research in Options 2017 - Alan De Genaro (USP, Brazil) IMPA, Rio de Janeiro, November 25 – 30, 2017 Alan De Genaro (USP, Brazil) Pricing interest rate deriv...

Research in Options 2017 - Rodrigo Targino (FGV, Brazil) IMPA, Rio de Janeiro, November 25 – 30, 2017 Rodrigo Targino (FGV, Brazil) Efficient Monte Carlo alg...

Research in Options 2017 - Stefano De Marco (École Polytechnique, France) IMPA, Rio de Janeiro, November 25 – 30, 2017 Stefano De Marco (École Polytechnique,...