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Claudio Albanese
University of Toronto, Canada and Imperial College, London
Discrete Credit Barrier Models
Tomasz Bielecki
Illinois Institute of Technology, Chicago, USA
Properties of Trading Strategies: Case of General Semimartingale Markets
Peter Buchen
University of Sydney, Australia
Look-Barrier Options
Rene Carmona
Princeton University, USA
TBA
Carl Chiarella
University of Technology, Sydney, Australia
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows
Rama Cont
Ecole Polytechnique, Paris, France
Measuring Model Risk
Robert Elliott
University of Calgary, Canada
Option Pricing for Pure Jump Processes with Markov Switching Compensators
Vicky Henderson
Princeton University, USA
Valuing the Option to Invest in an Incomplete Market
Chris Heyde
Australian National University, Canberra and Columbia University, New York
On the Controversy over the Distribution of Risky Asset Returns and the Implications for Modelling
Paul Kofman
University of Melbourne, Australia
Structurally Sound Dynamic Index Futures Hedging
Masaaki Kijima
Kyoto University, Japan
A Markov Model for Valuing Asset Prices in a Dynamic Bargaining Market
Fabio Mercurio
Banca IMI, Milan, Italy
Pricing Inflation-Indexed Derivatives
Frank Milne
Queen's University, Canada
The Trader's Dilemma: Trading Strategies and Endogenous Pricing in an Illiquid Market
Eckhard Platen
University of Technology, Sydney, Australia
A Benchmark Approach to Finance
Ludger Overbeck
University Giessen, Germany
CDO-Modelling and the Granularity of the Underlying Portfolio
Svetlozar Rachev
University of California, Santa Barbara, USA
Statistical Considerations in Financial Risk Management
Marek Rutkowski
University of New South Wales, Australia
TBA
Erik Schlogl
University of Technology, Sydney, Australia
Factor Distributions and Correlations Implied by Market Quotes for Synthetic CDO Tranches
Wolfgang Schmidt
Hochschule fuer Bankwirtschaft, Frankfurt, Germany
TBA
John van der Hoek
University of Adelaide, Australia
Pairs Trading
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