On April 6 a research seminar of the International Laboratory of Quantitative Finance took place at HSE. Anna Obizhaeva (NES) spoke on 'Intraday Trading Invariance in the E-mini S&P 500 Futures Market'.
On February 20, 2015, Yury Kutoyants (Université du Maine, Le Mans, France and ILQF HSE, Moscow, Russia) spoke at a speciall session of the ILQF seminar 'On Multi-step MLE-process for Some Models of Stochastic Processes'.
Andrey Itkin (New York University, USA) spoke on 'Effcient solution of structural default models with correlated jumps and mutual obligations' at a special ILQF seminar.
From November 26 to December 2, 2014, Professor Emmanuel Lepinette (Université Paris-Dauphine, France) read a mini course at the International Laboratory of Quantitative Finance. The course included lectures and workshops with the use of SciLab software.
Option pricing and hedging with heteroscedastic underlying price processes. Discrete and continuous time approaches
On November 25, 2014, Professor Juan-Pablo Ortega (Université de Franche-Comté, Besançon, France) spoke on 'Option pricing and hedging with heteroscedastic underlying price processes. Discrete and continuous time approaches' at the ILQF research seminar.
On November 24, 2014, Professor Dean Fantazzini (HSE) spoke on 'Long Memory and Periodicity in Intraday Volatility' at the ILQF regular research seminar.
Academic Supervisor of the ILQF Yuri Kabanov tells about the conference.
On September 23, 2014, Anna Obizhaeva from the New Economic School, Russia, spoke at the ILQF weekly seminar.
On September 8, 2014, Mikhail Zhitlukhin from the Steklov Mathematical Institute, Russia, spoke at the ILQF weekly seminar.
On April 21, 2014, Monique Jeanblanc from the Université d'Evry Val D'Essonne, France, spoke at the ILQF weekly seminar.