AIMS Main Page
Login
Register
The AIMS Conference Series
Parallel Session 9 :: Wednesday, 12/18, 8:00-10:00
Special Session 118
Recent advances in mathematical finance
Organizer(s): Yerkin , Giorgio , Jorge
Capital Suite 3
8:00-8:30
Michael Tehranchi (University of Cambridge, England)
No-arbitrage perturbations of implied volatility
8:30-9:00
Jorgen Blomall (Linkoping university, Sweden)
Optimal hedging of the interest rate swap book
9:00-9:30
Alessandro Milazzo (University of Turin, Italy)
An optimal stopping problem for variable annuities
9:30-10:00
Rakhymzhan Kazbek (Astana IT University, Kazakhstan)
Finite Element Method for HJB in Option Pricing with Stock Borrowing Fees