The goal of this 3 day workshop will be to gather researchers involved in this field in order to: - discuss recent advances in the field - create links between researchers working on various facets of these models - provide a platform for young researchers working in this field, and - point to...

Join us for the fifth annual Global Investors Workshop. Taught by the world-class faculty of INSEAD, this workshop offers a case-based curriculum on globally relevant issues faced by European investment management firms. Leading investment practitioners from all over the globe round out the...

Topics: · Market structure · Integration and concentration of markets · Market stability, liquidity and transparency · Monetary policy implementation and the money market · High frequency data and the impact of news arrival · Understanding market volatility and risk

Topics: liquidity and transaction costs, liquidity and ownership structure, order book analysis and order placement strategies, dealer market quality, market competition and market fragmentation, efficiency, transparency, information disclosure, volatility analysis, microstructure and asset...

The development of increasingly complex financial products requires the use of advanced numerical methods. The purpose of the workshop is to present probabilistic and deterministic numerical methods for pricing, hedging, calibration of derivative products (on equities, interest rate, credit...