Quantitative Finance and Financial Econometrics | Statistical Society of Canada

Room

Chemistry - Physics Building (

C

) -

3033

Date and Time

Tue, 06/04/2024 - 10:20 - Tue, 06/04/2024 - 11:50

Presentations in this Session

Title	Time
Incorporating Climate Risk into Portfolio Credit Risk Models via Distortion	10:20:00 - 10:35:00
Incorporating Climate Risk into Portfolio Credit Risk Models via Distortion	10:20:00 - 10:35:00
Dynamic Programming Approach to Price a Panel of American Options	10:35:00 - 10:50:00
Dynamic Programming Approach to Price a Panel of American Options	10:35:00 - 10:50:00
New Mixed Portmanteau Tests for Time Series Models	10:50:00 - 11:05:00
New Mixed Portmanteau Tests for Time Series Models	10:50:00 - 11:05:00
Nonlinear Prediction of Functional Time Series	11:05:00 - 11:20:00
Nonlinear Prediction of Functional Time Series	11:05:00 - 11:20:00
On the Relation Between Discrete and Continuous-Time Affine Option Pricing Models	11:20:00 - 11:35:00
On the Relation Between Discrete and Continuous-Time Affine Option Pricing Models	11:20:00 - 11:35:00