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Mini-Workshop on Robust Optimization in Finance – Insurance...
math.ethz.ch
Peter Spoida, University of Oxford. Agnès Sulem, INRIA. Gregor Svindland, Ludwig-Maximilians-Universität München. An Thi Kieu Ta, University of Oslo ...
Talks in Financial and Insurance Mathematics – RiskLab Switzerland |...
risklab.ethz.ch
11:45-12:30, Peter Spoida University of Oxford, Workshop on Robust Optimization in Finance: Maximum Maximum of Martingales given Marginals and an ...
UM Math Seminar Event Detail
www.math.lsa.umich.edu
... and Nadtochiy (2011)). Based on joint works with Pierre Henry-Labordere, Zhaoxu Hou, Sergey Nadtochiy, Peter Spoida and Nizar Touzi. Slides are attached.
Schlechte Nachrichten
Lucia Spoida : Traueranzeige - Wochenspiegel Trauertrauer.wochenspiegellive.de › traueranzeige › lucia-spoida
trauer.wochenspiegellive.de
· Lucia Meyer Alois Spoida Josef Spoida Peter Spoida Gabriele Maßen Paul Spoida Marlene Esch Christian Spoida Waxweiler, Auf der Kehr 2
Herkunft
GEDBAS: Vorfahren von Peter SPOIDA
gedbas.genealogy.net
Vorfahren von Peter SPOIDA. Peter SPOIDA. Geburt: (ermittelt aus der ursprünglichen Angabe "R 1874") Tod:
GEDBAS: Peter SPOIDA
gedbas.genealogy.net
Art, Datum, Ort, Quellenangaben. Geburt, (ermittelt aus der ursprünglichen Angabe "R 1874"). Tod, 1877, [1]. Quellenangaben ...
Bücher
In Memoriam Marc Yor - Séminaire de Probabilités XLVII - Google Books
books.google.de
This volume is dedicated to the memory of Marc Yor, who passed away in The invited contributions by his collaborators and former students bear testament...
Smile Pricing Explained - P. Austing - Google Books
books.google.de
Smile Pricing Explained provides a clear and thorough explanation of the concepts of smile modelling that are at the forefront of modern derivatives pricing....
Robust Pricing and Hedging Beyond One Marginal - Peter Spoida -...
books.google.de
Robust Pricing and Hedging Beyond One Marginal. Front Cover. Peter Spoida. University of Oxford, Reviews. What people are saying - Write a review.
Dokumente zum Namen
[ ] Characterization of Market Models in the Presence of...
arxiv.org
Authors:Peter Spoida · Download PDF. Abstract: We characterize the set of market models when there are a finite number of traded Vanilla and ...
Maximum Maximum of Martingales Given Marginals by Pierre...
papers.ssrn.com
We consider the problem of superhedging under volatility uncertainty for an investor allowed to dynamically trade the underlying asset and statically trade Euro
An Iterated Az\'{e}ma-Yor Type Embedding for Finitely Many Marginals...
www.scienceopen.com
An Iterated Az\'{e}ma-Yor Type Embedding for Finitely Many Marginals. Authors: Jan Obłój, Peter Spoida. Publication date (Created):
[ ] An Iterated Azéma-Yor Type Embedding for Finitely Many...
arxiv.org
From: Peter Spoida [view email] [v1] Mon, 1 Apr :44:38 GMT (1548kb,D) [ v2] Mon, 6 Jan :57:18 GMT (1573kb,D). Which authors ...
Veröffentlichungen allgemein
Martingale Inequalities for the Maximum via Pathwise Argumentslink.springer.com › content › pdf
link.springer.com
Jan Obłєj, Peter Spoida, and Nizar Touzi. Abstract We study a class of martingale inequalities involving the running max- imum process.
In Memoriam Marc Yor - Séminaire de Probabilités XLVII | SpringerLink
link.springer.com
This volume is dedicated to the memory of Marc Yor, who passed away in The invited contributions by his collaborators and former students bear testament...
Martingale Inequalities for the Maximum via Pathwise Arguments |...
link.springer.com
We study a class of martingale inequalities involving the running maximum process. They are derived from pathwise inequalities introduced by Henry-Labordère et...
Sonstiges
Internet Archive Search: creator:"Peter Spoida"
archive.org
An Iterated Azéma-Yor Type Embedding for Finitely Many Marginals - Jan Obłój We propose an iterated Azema-Yor type embedding in the spirit of [Azema and ...
AMS :: Transactions of the American Mathematical Society
www.ams.org
MR , DOI https://doi.org j.spa · Pierre Henry-Labordère, Jan Obłój, Peter Spoida, and Nizar Touzi, The maximum maximum of a ...
Spoida - Names Encyclopedia
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Peter Spoida (1) Petra Spoida (1) Wolfgang Spoida (1) Stephan Spoida (1) Antoni Spoida (1) Elzbieta Spoida (1) Irena Spoida (1) Zofia Spoida (1) Malgorzata Spoida (1)
Spoida Namensbedeutung und -herkunft
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Tadeusz Spoida (1) Waltrud Spoida (1) Rudolf Spoida (1) Peter Spoida (1) Petra Spoida (1 ...Vornamen Andreas Spoida (3) Anna Spoida (2) Paul Spoida (2)
[PDF] An Iterated Az\'{e}ma-Yor Type Embedding for Finitely Many...
www.semanticscholar.org
P. Henry-Labordère, Jan Obl'oj, Peter Spoida, N. Touzi. Mathematics, Economics We obtain bounds on the distribution of the maximum of a martingale ...
au:Spoida_P in:math - SciRate Search
scirate.com
We characterize the set of market models when there are a finite number of traded Vanilla and Barrier options with maturity $T$ written on the asset $S$. From a ...
Annals of Applied Probability - Index of files in /ftp.math.utah.edu › tex › bib › toc › annapplprobab
ftp.math.utah.edu
· Pierre Henry-Labord\`ere and Jan Ob\lój and Peter Spoida and Nizar Touzi The maximum maximum of a martingale with given $ \mathbf {n} ...
Bounds on the probability of radically different opinions - Researchainresearchain.net › archives › pdf › Bounds-On-The-P...
researchain.net
[HLOST16] Pierre Henry-Labord`ere, Jan Ob(cid:32)l´oj, Peter Spoida, and Nizar Touzi. The maximum maximum ofa martingale with given n marginals.
Annals of Applied Probability_Toc - 文献云阅读
www.kexuehome.com
Annals of Applied Probability_Toc,The latest updates from The Annals of Applied Probability on Project Euclid, a site for mathematics and statistics resources.
Cambridge Finance Workshop - Jan Obloj | Cambridge Finance
www.finance.group.cam.ac.uk
Cambridge Finance Workshop Series are usually held on Thursdays during term time. The workshops are an opportunity for those working in finance to present...
Diridari Gewinner bei "2. Chance in SAT.1 Bayern" - Losrubbeln.comwww.losrubbeln.com › diridari-gewinner-bei-zweite-chance
www.losrubbeln.com
März 2021, Peter Spoida aus Ergolding Titapa Noichangrit aus Mühldorf März 2021, - Susanne Maier aus Schliersee
European Summer School in Financial Mathematics – Participantswww.cmap.polytechnique.fr › ~euroschoolmathfi12
www.cmap.polytechnique.fr
Peter Spoida (University of Oxford, Mathematical Institute) [Robust Pricing and Hedging, Skorokhod embedding] Johannes Temme (Universität Wien) [Robust ...
GSAT - Goldman Sachs Algorithmic Trading | AcronymAttic
www.acronymattic.com
How is Goldman Sachs Algorithmic Trading abbreviated? GSAT stands for Goldman Sachs Algorithmic Trading. GSAT is defined as Goldman Sachs Algorithmic Trading...
In Memoriam Marc Yor - Séminaire de Probabilités XLVIIwww.springerprofessional.de › in-memoriam-marc-...
www.springerprofessional.de
Further, for p = 1 we refine the known inequality and for p < 1 we obtain new inequalities. Jan Obłój, Peter Spoida, Nizar Touzi. Mehr anzeigen ...
Maximum Maximum of Martingales given Marginalshal.archives-ouvertes.fr › hal
hal.archives-ouvertes.fr
Pierre Henry-Labordere 1 Jan Obloj 2 Peter Spoida 2 Nizar Touzi 3. Détails. 1 Société Générale. 2 MI - Mathematical Institute [Oxford].
Martingale Inequalities for the Maximum via Pathwise Arguments
www.groundai.com
Quantitative Finance and St John's College, .ac.uk Peter Spoida University of Oxford, Mathematical Institute and the Oxford-Man Institute
of Quantitative Finance, .ac.uk Nizar Touzi ...
[PDF] Martingale inequalities and deterministic counterparts |...
www.semanticscholar.org
We study martingale inequalities from an analytic point of view and show that a general martingale inequality can be reduced to a pair of deterministic...
Maximum Maximum of Martingales given Marginals - Centre de...
jeannicod.ccsd.cnrs.fr
Maximum Maximum of Martingales given Marginals. Pierre Henry-Labordere 1 Jan Obloj 2Peter Spoida 2 Nizar Touzi 3. Détails. 1 Société Générale.
Quantitative Finance authors/titles 2012
arxiv-export-lb.library.cornell.edu
Authors: Pierre Henry-Labordère, Jan Obłój, Peter Spoida, Nizar Touzi. Comments: Published at this http URL in the Annals of Applied Probability (this http URL) ...
talks.cam : Robust vs realistic: interpolating between model-specific...
talks.cam.ac.uk
Based on joint works with Sergey Nadtochiy (University of Michigan) and Zhaoxu Hou and Peter Spoida (University of Oxford). This talk is part of the Cambridge ...
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