QFAS Workshop

Presentations - Christoph Hambel and Mathias Plovst
2022-03-29 11:30 - 13:00 (Europe/Amsterdam) | Noord Brabant
Hambel: When Should Retirees Tap Their Home Equity?
Plovst: Pricing Macro Longevity Risk in Pension Schemes

Presentations - Nikolaus Schweizer and Ruonan Fu
2022-03-22 11:30 - 13:00
Schweizer: Contingent Capital with Stock Price Triggers in Interbank Networks;
Fu: Quantifying Ambiguity in the Stock Market Using Option Data

Presentations - Jorgo Goossens and Lieske Coumans
2022-03-08 11:30 - 13:00
Goosens: Regret and Asset Pricing
Coumans: Robust Hedging of Terminal Wealth under Interest Rate Risk and Inflation Risk (with Anne Balter and Frank de Jong)
