黑料科

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17慰听 e-螛蔚蚁喂谓蠈 危蠂慰位蔚委慰

蟽蟿畏 螖喂伪蠂蔚委蟻喂蟽畏 K喂谓未蠉谓慰蠀 & 听蟿伪 危蟿慰蠂伪蟽蟿喂魏维 围蚁畏渭伪蟿慰慰喂魏慰谓慰渭喂魏维

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Risk Finance and Stochastics

RFS-2020

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螖喂伪未委魏蟿蠀慰, 30 螜慰蠀谓委慰蠀 鈥� 3 螜慰蠀位委慰蠀 2020

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韦伪 韦渭萎渭伪蟿伪 危蟿伪蟿喂蟽蟿喂魏萎蟼, 螣蟻纬维谓蠅蟽畏蟼 & 螖喂慰委魏畏蟽畏蟼 螘蟺喂蠂蔚喂蟻萎蟽蔚蠅谓, 螞慰纬喂蟽蟿喂魏萎蟼 & 围蟻畏渭伪蟿慰慰喂魏慰谓慰渭喂魏萎蟼 蟿慰蠀 螣喂魏慰谓慰渭喂魏慰蠉 螤伪谓蔚蟺喂蟽蟿畏渭委慰蠀 螒胃畏谓蠋谓 蟽蔚 蟽蠀谓蔚蟻纬伪蟽委伪 渭蔚 蟿伪 韦渭萎渭伪蟿伪 危蟿伪蟿喂蟽蟿喂魏萎蟼 & 螒谓伪位慰纬喂蟽蟿喂魏蠋谓 - 围蟻畏渭伪蟿慰慰喂魏慰谓慰渭喂魏蠋谓 螠伪胃畏渭伪蟿喂魏蠋谓 魏伪喂 螠畏蠂伪谓喂魏蠋谓 螣喂魏慰谓慰渭委伪蟼 & 螖喂慰委魏畏蟽畏蟼 蟿慰蠀 螤伪谓蔚蟺喂蟽蟿畏渭委慰蠀 螒喂纬伪委慰蠀 蟽蠀谓未喂慰蟻纬伪谓蠋谓慰蠀谓 蟿慰 17慰 e-螛蔚蚁喂谓蠈 危蠂慰位蔚委慰 蟽蟿畏 螖喂伪蠂蔚委蟻喂蟽畏 螝喂谓未蠉谓慰蠀 魏伪喂 蟿伪 危蟿慰蠂伪蟽蟿喂魏维 围蚁畏渭伪蟿慰慰喂魏慰谓慰渭喂魏维, 30 螜慰蠀谓委慰蠀-3 螜慰蠀位委慰蠀 2020.

To 魏蔚谓蟿蟻喂魏蠈 胃苇渭伪 蟿慰蠀 蠁蔚蟿喂谓慰蠉 蟽蠂慰位蔚委慰蠀 胃伪 伪蠁慰蟻维 渭喂伪 伪谓伪胃蔚蠋蟻畏蟽畏 蟿畏蟼 胃蔚蠅蟻委伪蟼 蟿慰蠀 arbitrage, 伪蟺蠈 蟿慰谓 螝伪胃畏纬畏蟿萎 魏. 螜蠅维谓谓畏 螝伪蟻伪蟿味维 (Columbia University).

螚 胃蔚渭伪蟿慰位慰纬委伪 蟿慰蠀 蟽蠂慰位蔚委慰蠀 胃伪 蟺位伪喂蟽喂蠅胃蔚委 伪蟺蠈 慰渭喂位委蔚蟼听 蟽蔚 胃苇渭伪蟿伪 蟽蟿慰蠂伪蟽蟿喂魏萎蟼 胃蔚蠅蟻委伪蟼 蔚位苇纬蠂慰蠀 魏伪喂 胃蔚蠅蟻委伪蟼 蠂伪蟻蟿慰蠁蠀位伪魏委慰蠀, 未喂伪蠂蔚委蟻喂蟽畏蟼 魏喂谓未蠉谓慰蠀 魏伪喂听听 胃蔚蠅蟻委伪 位萎蠄畏蟼 伪蟺慰蠁维蟽蔚蠅谓.

螠蔚蟿伪尉蠉 蟿蠅谓 慰渭喂位畏蟿蠋谓 胃伪 蔚委谓伪喂 慰喂:

Fausto Gozzi听 (Professor, LUISS University, Rome, Italy),
Filippo Santambrogio (Professor, Claude Bernard - Lyon University, France),
Gerhard-Wilhelm Weber (Professor, Poznan University of Technology, Poland),
Katherine Kyrtsou (Professor, University of Macedonia),
Athanasios Pantelous (Associate Professor, Monash University, Australia),
Diogo Pinheiro (Associate Professor, Brooklyn College, City University of NY, USA),
Susana Pinheiro (Assistant Professor, Queensborough Community College, City University of NY, USA),
Benoit Chevalier-Roignant (Lecturer, Cranfield University, UK),
Nuno Filipe Azevedo (Professor, Research Department, Banco do Portugal)
Ioannis Karatzas (Columbia University, USA)

韦慰 蟽蠂慰位蔚委慰 伪蟺蔚蠀胃蠉谓蔚蟿伪喂 蟽蔚 渭蔚蟿伪蟺蟿蠀蠂喂伪魏慰蠉蟼 蠁慰喂蟿畏蟿苇蟼, 蠀蟺慰蠄萎蠁喂慰蠀蟼 未喂未维魏蟿慰蟻蔚蟼, 渭蔚蟿伪未喂未维魏蟿慰蟻蔚蟼, 蔚蟻蔚蠀谓畏蟿苇蟼 魏伪喂 蟽蟿蔚位苇蠂畏 蟿慰蠀 蠂蟻畏渭伪蟿慰蟺喂蟽蟿蠅蟿喂魏慰蠉 蟿慰渭苇伪 魏伪喂 蟿蠅谓 蠂蟻畏渭伪蟿慰慰喂魏慰谓慰渭喂魏蠋谓 伪纬慰蟻蠋谓, 慰喂 慰蟺慰委慰喂 蔚谓未喂伪蠁苇蟻慰谓蟿伪喂 谓伪 蔚谓畏渭蔚蟻蠅胃慰蠉谓 蟽蠂蔚蟿喂魏维 渭蔚 蟿喂蟼 谓蔚蠈蟿蔚蟻蔚蟼 蔚尉蔚位委尉蔚喂蟼 蟽蔚 伪蠀蟿蠈 蟿慰谓 蟺慰位蠉 未蠀谓伪渭喂魏蠈 魏伪喂 纬蟻萎纬慰蟻伪 蔚尉蔚位喂蟽蟽蠈渭蔚谓慰 蠂蠋蟻慰 蟿畏蟼 蟽蟿慰蠂伪蟽蟿喂魏萎蟼 蠂蟻畏渭伪蟿慰慰喂魏慰谓慰渭喂魏萎蟼.

螚 蟺伪蟻伪魏慰位慰蠉胃畏蟽畏 蟿慰蠀 胃蔚蟻喂谓慰蠉 蟽蠂慰位蔚委慰蠀 未蔚谓 伪蟺伪喂蟿蔚委 蟿畏谓 魏伪蟿伪尾慰位萎 未喂未维魏蟿蟻蠅谓.
螌渭蠅蟼, 慰喂 蔚谓未喂伪蠁蔚蟻蠈渭蔚谓慰喂 胃伪 蟺蟻苇蟺蔚喂 谓伪 伪蟺慰蟽蟿蔚委位慰蠀谓 蟽蟿畏 螕蟻伪渭渭伪蟿蔚委伪 螠蔚蟿伪蟺蟿蠀蠂喂伪魏蠋谓 危蟺慰蠀未蠋谓 蟿慰蠀 韦渭萎渭伪蟿慰蟼 危蟿伪蟿喂蟽蟿喂魏萎蟼 (masterst@aueb.gr), e-mail 蔚魏未萎位蠅蟽畏蟼 蔚谓未喂伪蠁苇蟻慰谓蟿慰蟼 蠈蟺慰蠀 胃伪 伪谓伪纬蟻维蠁慰蠀谓 蟿慰 慰谓慰渭伪蟿蔚蟺蠋谓蠀渭慰 蟿慰蠀蟼, 蟿畏谓 喂未喂蠈蟿畏蟿伪 蟿慰蠀蟼, 蟿慰 蠁慰蟻苇伪 蟿慰蠀蟼 魏伪喂 苇谓伪 蟺慰位蠉 蟽蠉谓蟿慰渭慰 尾喂慰纬蟻伪蠁喂魏蠈 (苇蠅蟼 10 纬蟻伪渭渭苇蟼).

螣 渭苇纬喂蟽蟿慰蟼 伪蟻喂胃渭蠈蟼 蟽蠀渭渭蔚蟿蔚蠂蠈谓蟿蠅谓 蔚委谓伪喂 30 魏伪喂 胃伪 蟿畏蟻畏胃蔚委 蟽蔚喂蟻维 蟺蟻慰蟿蔚蟻伪喂蠈蟿畏蟿伪蟼.

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螚 螣蚁纬伪谓蝇蟿喂魏萎 螘蟺喂蟿蚁慰蟺萎

• .狈.螕喂伪谓谓伪魏蠈蟺慰蠀位慰蟼 (螝伪胃畏纬畏蟿萎蟼, 韦渭萎渭伪 危蟿伪蟿喂蟽蟿喂魏萎蟼, 黑料科)
• 螕. 螝慰蠀蟻苇蟿伪蟼 (螝伪胃畏纬畏蟿萎蟼, 韦渭萎渭伪 螣蟻纬维谓蠅蟽畏蟼 魏伪喂 螖喂慰委魏畏蟽畏蟼 螘蟺喂蠂蔚喂蟻萎蟽蔚蠅谓, 黑料科)
• 螜. 螠蟺伪位蟿维蟼 (螘蟺委魏慰蠀蟻慰蟼 螝伪胃畏纬畏蟿萎蟼, 韦渭萎渭伪 螠畏蠂伪谓喂魏蠋谓 螣喂魏慰谓慰渭委伪蟼 魏伪喂 螖喂慰委魏畏蟽畏蟼, 螤伪谓蔚蟺喂蟽蟿萎渭喂慰 螒喂纬伪委慰蠀)
• 危. 螢伪谓胃蠈蟺慰蠀位慰蟼 (螒谓伪蟺位畏蟻蠅蟿萎蟼 螝伪胃畏纬畏蟿萎蟼, 韦渭萎渭伪 危蟿伪蟿喂蟽蟿喂魏萎蟼 魏伪喂 螒谓伪位慰纬喂蟽蟿喂魏蠋谓 鈥� 围蟻畏渭伪蟿慰慰喂魏慰谓慰渭喂魏蠋谓 螠伪胃畏渭伪蟿喂魏蠋谓, 螤伪谓蔚蟺喂蟽蟿萎渭喂慰 螒喂纬伪委慰蠀)
• 螕. 螤伪蟺伪纬喂维谓谓畏蟼 (螞苇魏蟿慰蟻伪蟼, 危蠂慰位萎 螡伪蠀蟿喂魏蠋谓 螖慰魏委渭蠅谓)
• 螒. 韦蟽蔚魏蟻苇魏慰蟼 (螒谓伪蟺位畏蟻蠅蟿萎蟼 螝伪胃畏纬畏蟿萎蟼, 韦渭萎渭伪 螞慰纬喂蟽蟿喂魏萎蟼 魏伪喂 围蟻畏渭伪蟿慰慰喂魏慰谓慰渭喂魏萎蟼, 黑料科)