Monthly Archives: December 2014

Evangelia Mitrodima received €400 from the Actuarial and Financial Mathematics Conference (AFMathConf) committee to present a poster at Actuarial and Financial Mathematics Conference in Brussels, Belgium, 5-6th Feb 2015. The title of her work is “Bayesian approach to jointly estimating … Continue reading →

Evangelia Mitrodima gave an invited presentation at the Computational and Financial Econometrics 2014 conference in Pisa, Italy. She presented a paper titled, “Decomposition of the conditional asset return distribution using quantile regression,” which is joint work with Jim Griffin and … Continue reading →

Dr Jaideep Oberoi presented his paper titled ‘Why do firms vary the mix of their fixed and floating rate dept?’ at the Spanish Economic Association meeting (11 -13 Dec 2014) http://www.asesec.org/simposio/  

Dr Huamao Wang’s paper “Dynamic portfolio optimization with transaction costs and state-dependent drift” is accepted to published in European Journal of Operational Research (ABS 3*, Elite 1), joint with Chair Prof. Klaus Reiner Schenk-Hoppé (Leeds & NHH), Prof. Rolf Poulsen … Continue reading →

Professor Radu Tunaru’s paper “AN IMPROVED METHOD FOR PRICING AND HEDGING AMERICAN OPTIONS” has been listed on SSRN’s top ten down load list for Econometric Modeling: Derivatives eJournal.