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International Conference on Quantitative Finance and Discrete Time Models ICQFDTM on May 27-28, 2023 in Tokyo, Japan

Name: International Conference on Quantitative Finance and Discrete Time Models
Start: 2023-05-26T21:00:00.000000Z
End: 2023-05-27T21:00:00.000000Z
Location: Tokyo, Japan

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Short Name: ICQFDTM
Event Type: Conference
Website URL: https://waset.org/quantitative-finance-and-discrete-time-models-conference-in-may-2023-in-tokyo
Program URL: https://waset.org/conferences-in-may-2023-in-tokyo/program
Location: Tokyo, Japan
Date: May 27-28, 2023
Organization: World Academy of Science, Engineering and Technology
Conference Tags: finance

Description
Organization

Quantitative finance
Mathematical finance
Derivatives pricing: the Q world
Risk and portfolio management: the P 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
Interest rates models
Yield curve for a random future
Interest rates
Bonds with coupons, swaps, caps and floors
A general framework for short rates
Options on bonds
Short rate models
Inversion of the yield curve
Affine term structures
The Vasicek model

Name: World Academy of Science, Engineering and Technology
Website: https://waset.org/
Address: UAE

World Academy of Science, Engineering and Technology is a federated organization dedicated to bringing together a significant number of diverse scholarly events for presentation within the conference program.