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)
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Presentations – Nikolaus Schweizer and Ruonan Fu
Schweizer: Contingent Capital with Stock Price Triggers in Interbank Networks; Fu: Quantifying Ambiguity in the Stock Market Using Option Data
Presentations – Christoph Hambel and Mathias Plovst
Hambel: When Should Retirees Tap Their Home Equity? Plovst: Pricing Macro Longevity Risk in Pension Schemes