Invited Presentations
Presentations from the Conference
Most of the invited speakers, the prize speaker, and select minisymposia presentations from the 2014 Conference on Financial Mathematics and Engineering have been captured and are available as slides with synchronized audio. In addition there are PDF’s of the slides available for printing. View presentation slides with synchronized audio.
Plenary Speakers
Bruno Bouchard, Université Paris-Dauphine and ENSAE-ParisTech, Ceremade and Crest, France
View Presentation: No-arbitrage Under Model Ambiguity and Fundamental Theorems of Asset Pricing
Jakša Cvitanić, California Institute of Technology, USA
View Presentation: Moral Hazard in Dynamic Risk Management
Lars Peter Hansen, The University of Chicago, USA
View Presentation: Long-Term Valuation and Misspecified Recovery
Vicky Henderson, University of Warwick, United Kingdom
View Presentation: The Value of Being Lucky: Option Backdating and Non-diversifiable Risk
Peter A. Forsyth, University of Waterloo, Canada
View Presentation: Multi-Period Mean Variance Asset Allocation: Is It Bad To Win the Lottery?
Mike Ludkovski, University of California at Santa Barbara, USA
View Presentation: Adaptive Grids in Regression Monte Carlo
Ciamac C. Moallemi, Columbia University, USA
Jan Obloj, University of Oxford, United Kingdom
View Presentation: Robust Meets Realistic: Interpolating Between Model-Specific and Model-Free Settings for Pricing and Hedging
Michael Sotiropoulos, Bank of America Merrill Lynch, USA
View Presentation: Bid-Ask Imbalance and Trade Arrival Modeling
Prize Lecture
SIAG/FME Junior Scientist Prize Lecture
Tomoyuki Ichiba, University of California, Santa Barbara, USA
View Presentation: Some Financial Markets with Discontinuities
