Please visit the Titles and Abstracts page in order to download the relevant presentation slides.
Erhan Bayraktar
On the Market Viability under Proportional Transaction Costs
Download video
Damiano Brigo
Coordinate-free Stochastic Differential Equations as 2-Jets
Download video
Paul Embrechts
Quantile-based risk sharing
Download video
Anne Eyraud-Loisel
How does asymmetrical information create market incompleteness?
Download video
Robert Fernholz
Volatility and arbitrage
Download video
Christian Julliard
Network Risk and Key Players: A Structural Analysis of Interbank Liquidity
Download video
Pablo Koch-Medina
Diversification and protection of liability holders
Download video
Nicolas Perkowski
Game-theoretic martingales and applications to model free financial mathematics
Download video
Eckhard Platen
Benchmark Approach to Finance
Download video
Claudia Ravanelli
Ambiguity Aversion in Ellsberg Frameworks
Download video
Wolfgang Runggaldier
Optimal arbitrage and portfolio optimization for market models satisfying NUPBR but not NFLVR
Download video