Planning

Week Mon. 16 Tue. 17 Wed. 18 Thu. 19 Fri. 20 Sat. 21 List

‹ Thursday, January 19, 2023 ›

07:00

08:00

09:00

10:00

11:00

12:00

13:00

14:00

15:00

16:00

›7:30 (2h)

Breakfast

› -1

›9:30 (2h30)

Free

› -1

›12:00 (1h30)

Lunch

› -1

›14:00 (45min)

Rogue Traders
Paolo Guasoni

› 12630

›14:45 (45min)

Joint calibration of SPX and VIX options with signature-based models
Christa Cuchier

› 12630

›15:30 (30min)

Parameter estimation in stochastic heat equation with fractional Brownian motion
Diana Avetisian

› 12630

Session

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