Talk Abstracts

Nikolai Dokuchaev , Trent University, Canada
Price matching for multiple rescindable options and European options

Guangyan Jia, Shandong University, China
Some Properties of Solutions of BSDEs with Not-Lipschitz Coefficients

Long Jiang, China University of Mining and Technology, China
g-Expectations and Related Risk Measures

Mark Reesor, The University of Western Ontario, Canada
A Pathwise Approach to Interest-rate Model Risk and Debt Management

Wulin Suo, Queen's University, Canada
Assessing Default Probabilities from Structural Credit Risk Models

Yong Wang, Royal Bank, Canada
CDO Pricing and Model Risk

Gang Wei, Shandong University, China
Quantitative Analysis and Computation in Financial Risk Control


 

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