Pricing ultra-short-term volatility surfaces
Federico Bandi (Johns Hopkins University, United States)
- TI Complexity in Economics Seminars
Federico Bandi (Johns Hopkins University, United States)
Andrea Galeotti (London Business School, United Kingdom)
Francesco Ricci (CEE-M, University of Montpellier, France)
Federico Bandi (Johns Hopkins University, United States)
Melanie Luhrmann (University of London, United Kingdom)
Laurens Cherchye (KU Leuven, Belgium)
Fantine Tingfang Xiao
Tomasz Michalski (HEC Paris, France)
Eric Bonsang (PSL–Paris-Dauphine University, France)
Keynote speaker: Virgiliu Midrigan (New York University, United States)
Bauke Visser , (brownbag seminar)
Lisa Spantig (RWTH Aachen University, Germany)
Marco Bassetto (NBER, United States)