Speakers

A Araújo – IMPA, Brazil:
“General Equilibrium Bankruptcy and Bubbles”

A. Cadenillas – University of Alberta, Canada:
“Optimal Dividend Policy With Mean-Reverting Cash Reservoir”

P. Carr – Bloomberg, USA:
“Links between Sovereign CDS and Currency Options”

R. Douady – Riskdata, USA:
“The Nonlinearities of Hedge Fund Returns”

B. Dupire – Bloomberg, USA:
“Modeling Volatility Skews” (Conference) and “Volatility Arbitrages” (Workshop)

M. Grasselli – McMaster, Canada:
“Valuing Employee Stock Options”

B. Hofmann – T.U.Chemnitz, Germany:
“Specific Aspect of Inverse Option Pricing: Nature of Ill-Posedness and Decoupling”

N. Kolev – USP, Brazil :
“Bounds for Quantile-based Measures Dependent Risks”

M. Lipkin – Katama Trading LLC, AMEX, USA:
“Sherlockian Options Trading; Sniffing out Leaked Take-Overs”

J. Lopez-Mimbela – CIMAT, Mexico:
“Occupation Measures of Classical Risk Processes”

C. Mancini – Firenze, Italy:
“Threshold estimation of jump-diffusion models and interest rate modeling”

E. Mordecki – Universidade de la República, Uruguay:
“Duality and Symmetry in Levy Markets”

A. Portilho – Pactual:
“Practicalities of Volatility Trading”

R. Sircar – Princeton, USA:
“Asymptotics of Stochastic Volatility, Local Volatility and Stochastic Local Volatility”

G. Varga – FCE, Brazil:
“Brazilian (Local) Term Structure Forecast in a Factor Model”

J.P. Zubelli – IMPA, Brazil:
“Pricing Stochastic Volatility Models Under Fast Mean-Reversion Regimes”