Presentations – Jorgo Goossens and Lieske Coumans
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)
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)
Schweizer: Contingent Capital with Stock Price Triggers in Interbank Networks; Fu: Quantifying Ambiguity in the Stock Market Using Option Data