Center for Mathematical Economics

From June 14 to 16, Annika Kemper, Frank Riedel and Julian Hölzermann give online talk at the 11th World Congress der Bachelier Finance Society. The title of their talks are: "The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets", "Efficient Allocations under Ambiguous Model Uncertainty" and "Pricing Interest Rate Derivatives under Volatility Uncertainty" respectively. Further information can be found here.