Speaker: Prof. Huy Chau, Dept. Mathematics, University of Manchester Abstract: In this paper, a new approach for solving the problems of pricing and hedging derivatives is introduced in a general […]

Speaker: Dr. Carlos Andres Zapata Quimbayo, ODEON, Universidad Externado de Colombia, Bogota Abstract: We implement a robust Bayesian framework for portfolio optimization that integrates Bayesian inference with robust optimization techniques. […]

Speaker: Prof. Josep Vives, Department of Economical, Financial and Actuarial Mathematics, University of Barcelona Abstract: Let the log returns of an asset X(t) = log(S(t)) be defined on a risk […]