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UM Math Seminar Event Detail
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... and Nadtochiy (2011)). Based on joint works with Pierre Henry-Labordere, Zhaoxu Hou, Sergey Nadtochiy, Peter Spoida and Nizar Touzi. Slides are attached.
Talks in financial and insurance mathematics – Department of...
math.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 ...
Jahreshauptversammlung des Liederkranz Weißbach - Weißbach -...
meine.stimme.de
Franz Grubmüller, Jörg Röger, Karl-Heinz Bauer, Hermann Dörr, Peter Spoida, Rolf Röger, Josef Fenzl (v. l. ) Bei der jährlichen
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Sehen Sie sich das Profil von Peter Spoida auf LinkedIn an, dem weltweit größten beruflichen Netzwerk. 2 Jobs sind im Profil von Peter Spoida aufgelistet.
LinkedIn: Peter Spoida - United Kingdom | LinkedIn
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GEDBAS: Peter SPOIDA
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Bücher
Robust Pricing and Hedging Beyond One Marginal - Peter Spoida -...
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Title, Robust Pricing and Hedging Beyond One Marginal. Author, Peter Spoida. Publisher, University of Oxford, Export Citation, BiBTeX EndNote RefMan ...
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....
In Memoriam Marc Yor - Séminaire de Probabilités XLVII - Google Books
books.google.ca
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...
Dokumente zum Namen
Search | arXiv e-print repository
arxiv.org
Characterization of Market Models in the Presence of Traded Vanilla and Barrier Options. Authors: Peter Spoida. Abstract: We characterize the set of market ...
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
38 FM14 Abstracts - Society for Industrial and Applied Mathematics
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versity of Michigan) and Zhaoxu Hou and Peter Spoida. (University of Oxford). Jan Obloj. Mathematical Institute, University of Oxford and the Oxford-Man Institute ...
[ v1] An Iterated Azéma-Yor Type Embedding for Finitely Many...
arxiv.org
Authors: Jan Obłój, Peter Spoida. (Submitted on 1 Apr (this version), latest version 6 Jan (v2)). Abstract: We propose an iterated Azema-Yor type ...
Veröffentlichungen allgemein
EconPapers: The maximum maximum of a martingale with given $n$...
econpapers.repec.org
By Pierre Henry-Labord\`ere, Jan Ob{\l}\'oj, Peter Spoida and Nizar Touzi; Abstract: We obtain bounds on the distribution of the maximum of a ...
Martingale Inequalities for the Maximum via Pathwise Arguments |...
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We study a class of martingale inequalities involving the running maximum process. They are derived from pathwise inequalities introduced by Henry-Labordère et...
EconPapers: Maximum Maximum of Martingales given Marginals
econpapers.repec.org
By Pierre Henry-Labordere, Jan Obloj, Peter Spoida and Nizar Touzi; Abstract: We consider the problem of superhedging under volatility uncertainty for an ...
Sonstiges
au:Spoida_P in:math - SciRate Search
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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 ...
Internet Archive Search: creator:"Peter Spoida"
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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 ...
An Iterated Azéma-Yor Type Embedding for Finitely Many Marginals
scirate.com
Jan Obłój,; Peter Spoida. We solve the n -marginal Skorokhod embedding problem for a continuous local martingale and a sequence of ...
Spoida - Names Encyclopedia
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Tadeusz Spoida (1) Waltrud Spoida (1) Rudolf Spoida (1) Peter Spoida (1) Petra Spoida ...Given names. Andreas Spoida (3) Anna Spoida (2) Paul Spoida (2)
Annals of Applied Probability_Toc - 文献云阅读 - 科学之家
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Contents:Pierre Henry-Labordère, Jan Obłój, Peter Spoida, Nizar Touzi. The maximum maximum of a martingale with given $\mathbf{n}$ marginals
Annals of Probability
ftp.math.utah.edu
Jan Oblój and Peter Spoida An iterated Azéma--Yor type embedding for finitely many marginals Bob Hough ...
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...
Talks in Financial and Insurance Mathematics – Insurance Mathematics...
math.ethz.ch
Peter Spoida. Workshop on Robust Optimization in Finance: Maximum Maximum of Martingales given Marginals and an Iteration of the Azema-Yor Embedding ...
The maximum maximum of a martingale with given $\mathbf{n}$ marginals
projecteuclid.org
The Annals of Applied Probability
GSAT - Goldman Sachs Algorithmic Trading | AcronymAttic
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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 XLVII |...
www.springerprofessional.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
JAN OB LÓJ. Jan Ob lój CV. Professor of Mathematics, Mathematical...
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... University of Oxford supported by Oxford-Man studentship Peter SpoidaUniversity of Oxford supported by DAAD scholarship and Oxford-Man studentship; ...
Lecture Notes in Mathematics PDF - Crafts - ShareSlide.Org
shareslide.org
... Not Always Determine Convergence Jim Pitman Martingale Inequalities for the Maximum via Pathwise Arguments Jan Obłój, Peter Spoida, ...
Martingale Inequalities for the Maximum via Pathwise Arguments
www.groundai.com
.ac.uk Peter Spoida University of Oxford, Mathematical Institute and the Oxford-Man Institute of Quantitative Finance, Peter.
au:Henry_Labordere_P in:math - SciRate Search
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Pierre Henry-Labordere, Jan Obloj, Peter Spoida, Nizar Touzi. Apr math.PR q-fin.CP arXiv: v2. Scited Scite! 0. @misc{ , author ...
Rechercher - Département de mathématiques appliquées
hal-ineris.archives-ouvertes.fr
Pierre Henry-Labordere, Jan Obloj, Peter Spoida, Nizar Touzi. Maximum Maximum of Martingales given Marginals hal v1 Chapitre d'ouvrage
An iterated Azéma–Yor type embedding for finitely many marginals
projecteuclid.org
The Annals of Probability
Smile Pricing Explained - PDF Free Download
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... Juliette Pubellier, Tino Senge, David Shelton, Peter Spoida, Richard Summerbell, Lin Sun, Neil Waldie, Zoe Wang, Claudia Yastremiz and Mathieu Zaradzki.
volume XLVII
sites.mathdoc.fr
47, 219—225, LNM (2015); Jan Obłój, Peter Spoida and Nizar Touzi. Martingale Inequalities for the Maximum via Pathwise Arguments.
isotace
project.inria.fr
[11], Jan Obloj, Peter Spoida, and Nizar Touzi. Martingale inequalities for the maximum via pathwise arguments, arXiv. [12], Pierre Henry-Labordere and ...
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