Seminar
| Rotterdam | 12:00 - 13:00
Shapley Instruments
Giovanni Mellace (University of Southern Denmark)
- Erasmus Econometric Institute Series
3 Events
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Seminar | Rotterdam | 12:00 - 13:00
Early Birds Get the Vol: Morning Volatility Uncertainty and Variance Risk Premium
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
- Erasmus Econometric Institute Series
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Seminar | Rotterdam | 12:00 - 13:00
Pricing ultra-short-term volatility surfaces
Federico Bandi (Johns Hopkins University, United States)
- Erasmus Econometric Institute Series