Jun
16
Thu
Poster Session @ Sala de Exposiciones. Piso 1. Casa Museo Arte y Cultura la Presentación.
Jun 16 @ 4:30 pm – 5:30 pm

Poster Session

Short Term American Path Dependent Option Pricing in the USDCOP Market: Central Bank’s Volatility Control Option Case
Santiago Stozitzky*, Bancolombia

A stochastic approach to pricing financial instruments for the Caribbean markets
Stephen Barnes*, University of the West Indies; Conall Kelly, University of the West Indies; Alexandra Rodkina, University of the West Indies

Estimating and Forecasting the Term Structure of Interest Rates:US and Colombia Analysis
Cristhian Rodriguez*, Urosario

Modeling the Uruguayan Sovereign Debt
Andrés Sosa*, Centro de Matemática, UdelaR

Nonlinear options pricing and Feynman Kac’s theorem
John Moreno*, U. Externado de Colombia

Extreme returns in the mining gold stock and in gold prices
Gonzalo Ubal*, Universidad de Talca

Modeling and Forecasting of the Relationship between Airline Stocks and Oil Market
Erik Muñoz*, Universidad de Talca

Neural networks in sovereign rating: application to Colombia, period between 1838-1900
Mauricio Avellaneda Hortua*, Universidad Externado de Colombia

El modelo Lee-Carter para estimar y pronosticar mortalidad: Una aplicación para Colombia
Carlos Ochoa*, Universidad Nacional

NUMERICAL APPROXIMATION OF VEGA UNDER THE STOCHASTIC VOLATILITY MODEL OF HERSTON, USING THE PATHWISE-EULER METHOD
Ana Maria Serrato Polania*, Universidad Externado

Synthetic portfolio for event studies: Estimating the effects of volatility call auctions
Diego Agudelo, Universidad EAFIT; Carlos Castro Universidad del Rosario; Sergio Preciado*, Universidad del Rosario