4th Lisbon-Wuppertal PRISEMA-Workshop on Computational Finance and Energy Markets

11Mär

14:00 – 17:00 Uhr|Workshop

Guests from ISEG Lisbon and University of A Coruna

Programme

Talks:

14:00 Pablo Pérez Picos (University of A Coruna), Pricing of Renewable Energy Certificates and their derivatives.

14:40 João Guerra (ISEG, University of Lisbon), Optimal investment in Lévy markets

15:20 Gonçalo Fonseca (ISEG, University of Lisbon), Forward-Backward SDEs with jumps: a numerical approach to the problem

16:00 Karel Nana (University of Wuppertal), Deep-Learning-Based Methods for calibrating the G-SVJD Model