Course/seminar

Credit Exposure in the Presence of Initial Margin

Michael V.  Pykhtin, Federal Reserve Board

Multiple Curve Interest Rate Modeling Allowing for Negative Rates

Ernst Eberlein, University of Freiburg

Liquidity Regimes and Optimal Dynamic Asset Allocation

Pierre Collin-Dufresne, Ecole Polytechnique Fédérale de Lausanne

A Portfolio Perspective on the Multitude of Characteristics

Victor DeMiguel, London Business School

Integrated Structural Approach to Counterparty Credit Risk with Dependent Jumps

Laura Ballotta, Cass Business School

Health Insurance, Portfolio Choice, and Retirement Incentives

Enrico Biffis, Imperial College London

Expected Term Structures

Andrea Buraschi, Imperial College London

Andras Gregor

(CORE, UCLouvain)

will give a presentation on

Public finances under plurality and proportional electoral systems - Evidence from Hungarian municipalities

The doctoral students of ISBA give talks on the topics of their current research

Olivier Charlot

(University of Cergy)

will give a presentation on

Taxation of Temporary Jobs: Good Intentions WithBad Outcomes ?

Abstract :