102
Quantifying the Behavior of Financial Markets: (Mathematically) Minding One's P's and Q's

Thursday, 3 April 2014: 9:30 AM-11:30 AM
Chair:
James Chen, Michigan State University—USA
Organizer:
James Chen, Michigan State University—USA
Speakers:
Christian Kamtcheung, CTK Corp. Ltd.—United Kingdom

Gal Zahavi, Israel Institute of Technology—Israel
Measuring gaps between hypothetical investment returns and actual investor returns
James Chen, Michigan State University—USA
American option and default perception: The end of the risk-neutral measure
Christian Kamtcheung, CTK Corp. Ltd.—United Kingdom
Online learning of informed market-making
Gal Zahavi, Israel Institute of Technology—Israel; Ori Gil, Israel Institute of Technology—Israel
The response of the Spanish stock market to monetary policy actions: Effect of the crisis
Javier Ruiz, Cardinal Herrera University—Spain; Juan Nave Sr., University of Castile-La Mancha—Spain
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