Applications of Stochastic Analysis in Quantitative Finance
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F18%3A43961850" target="_blank" >RIV/49777513:23520/18:43961850 - isvavai.cz</a>
Result on the web
<a href="http://www.math.sk/csasc2018/" target="_blank" >http://www.math.sk/csasc2018/</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Applications of Stochastic Analysis in Quantitative Finance
Original language description
The purpose of this workshop is to present recent advances in applications of stochastic analysis in quantitative finance. Contributed talks will focus on but are not limited to stochastic volatility models, rough volatility, computational finance, credit risk, formation of prices and related topics.
Czech name
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Czech description
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Classification
Type
W - Workshop organization
CEP classification
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OECD FORD branch
10102 - Applied mathematics
Result continuities
Project
<a href="/en/project/GA18-16680S" target="_blank" >GA18-16680S: Rough models of fractional stochastic volatility</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Event location
STU Bratislava
Event country
SK - SLOVAKIA
Event starting date
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Event ending date
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Total number of attendees
20
Foreign attendee count
19
Type of event by attendee nationality
EUR - Evropská akce