FINANCE AT FIELDS

Introductory Remarks (L P Hughston & M Grasselli); Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes (J Akahori & A Macrina); Stress Testing the Resilience of Financial Networks (H Amini, R Cont & A Minca); Managing Corporate Liquidity: Strategies & Pricing Implications (Attakrit Asvanunt, Mark Broadie & Suresh Sundaresan); Valuation and Hedging of CDS Counterparty Exposure in a Markov Copula Model (Tomasz R Bielecki, S Crepey, M Jeanblanc & B Zargari); Information-Based Asset Pricing (D C Brody, L P Hughston & A Macrina); Tangent Models as a Mathematical Framework for Dynamic Calibration (Rene Carmona & S Nadtochiy); Composition of Time-Consistent Dynamic Monetary Risk Measures in Discrete Time (P Cheridito & M Kupper); Target Volatility Option Pricing (G Di Graziano & L Torricelli); Conditional Density Models for Asset Pricing (D Filipovic, L P Hughston & A Macrina); Monetary Valuation of Cash Flows under Knightian Uncertainty (H Follmer & I Penner); Portfolio Optimization under Partial Information with Expert Opinions (R Frey, A Gabih & R Wunderlich); On the Penalty Function and on Continuity Properties of Risk Measures (M Frittelli & E R Gianin); Conditional Certainty Equivalent (M Frittelli & M Maggis); Pricing of Perpetual American Options in a Model with Partial Information (P Gapeev); Optimal Investment on Finite Horizon with Random Discrete Order Flow in Illiquid Markets (P Gassiat, H Pham & M Sirbu); Optimal Trade Execution under Geometric Brownian Motion in the Almgren & Chriss Framework (J Gatheral & A Schied); The Heat-Kernel Most-Likely-Path Approximation (J Gatheral & Tai-Ho Wang); Forward and Future Implied Volatility (P Glasserman & Qi Wu); Absolutely Continuous Compensators (S Janson, S M'Baye & P Protter); Optimal Exercise of an Executive Stock Option by an Insider (M Monoyios & A Ng); Initial Investment Choice and Optimal Future Allocations (M Musiela & T Zariphopoulou); Performance of Robust Hedging of Digital Double Barrier Options (J Obloj & F Ulmer); CDO Term Structure Modelling with Levy Processes and the Relation to Market Models (T Schmidt & J Zabczyk).