16 Giu 2011
Interest rate modelling after the financial crisis
Chair:
Massimo Morini
Banca IMI
Speakers:
Raffaele Giura: Interest rate yield curves before and after the crisis
Banca IMI
Igor Smirnov: Hidden Complexity of Simple Products: CSA s, Liquidity and Credit
BNP Paribas
Andrea Pallavicini: Parsimonious HJM Models for Multiple Yield-Curve Dynamics
Mediobanca
Massimo Morini
Banca IMI
Speakers:
Raffaele Giura: Interest rate yield curves before and after the crisis
Banca IMI
Igor Smirnov: Hidden Complexity of Simple Products: CSA s, Liquidity and Credit
BNP Paribas
Andrea Pallavicini: Parsimonious HJM Models for Multiple Yield-Curve Dynamics
Mediobanca
Emilio BARUCCI, Roberto BAVIERA, Daniele MARAZZINA, Carlo SGARRA
Aula Consiglio - Dipartimento di Matematica F. Brioschi