International Conference on Quantitative Finance, Risk and Portfolio Management

• Mathematical finance
  Derivatives pricing: the Q world
  Criticism
  Mathematical tools
  Derivatives pricing
  Mathematical or numerical models
  Financial derivatives
  Discrete time models
  Strategies of investment
  Admissible strategies and arbitrage
  Martingales and opportunities of arbitrage
  Complete markets and option pricing
  The optimal stopping problem
  Continuous-time models
  Continuous-time martingales
  Stochastic integration
  The Girsanov theorem
  The Black-Scholes model
  Multidimensional Black-Scholes model with continuous dividends
  Currency options
  Stochastic volatility
  Fourier methods for pricing