RiO 2017 – Minicourses

Marco Avellaneda (NYU, USA)
Volatility futures and ETNs in the US and European markets

Álvaro Cartea (University of Oxford)
Commodities 

Bruno Dupire (Bloomberg, NY)
Some Apllications of Machine Learning to Finance 

Julien Guyon (Bloomberg, USA) 
The Particle Method for Smile Calibration 

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

Lakshithe Wagalath (IÉSEG, France)
Feedback effects and endogenous risk in financial markets