Skip to content

Marcello Minenna

  • About me
  • Publications
    • Op-Eds
    • Books & Papers
  • Institutional Activities
  • Media
    • Press
    • Interviews
    • Photogallery
  • Conferences
  • Lectures and Seminars
  • Italiano

Conferences »

DFT methods for Option Pricing – Fast Extensions on Non Uniform Gaussian Grids (Performance analysis and Error Control)

13 November 2007 admindev

13th November 2007

View the slides

DFT methods on Gaussian Grids for Fast Option Pricing

13 June 2007 admindev

13th June 2007

View the slides

Pricing Structured Products via Fourier Transform

8 November 2006 admindev

8th November 2006

View the slides

Pricing Structured Products via Fourier Transform

11 October 2006 admindev

11th October 2006

View the slides

Option pricing via a Gauss-Lobatto FFT approach

6 September 2006 admindev

6th September 2006

View the slides

The probabilistic procedure for market abuses detection

17 August 2006 admindev

17th August 2006

View the slides

Pricing and Hedging without Fast Fourier Transform

3 November 2005 admindev

3rd November 2005

View the slides

Pricing and Hedging without Fast Fourier Transform

31 October 2005 admindev

31st October 2005

View the slides

Pricing Towards a feasible calibration of Affine Jump Diffusion Models

15 September 2005 admindev

15th September 2005

View the slides

A quantitative approach to detect market abuses

26 May 2004 admindev

26th May 2004

View the slides

Post navigation

Older posts
Newer posts
  • Italiano

Search

Archives

Categories

DISCLAIMER

All opinions are my own. Reposting does not imply endorsement. Logos’ use in this web site is intended merely for content graphic description purposes.

Cookie & Privacy Policy © Marcello Minenna 2023
Manage Cookie Consent
To provide you with the best experiences, we use technologies such as cookies to store and/or access device information. Consent to these technologies will allow us to process data such as browsing behavior or unique IDs on this site. Not consenting or withdrawing consent may negatively affect some features and functions.

Please check our: Cookie & Privacy Policy
Functional Always active
Technical storage or access is strictly necessary for the legitimate purpose of enabling the use of a specific service explicitly requested by the subscriber or user, or for the sole purpose of carrying out the transmission of a communication over an electronic communications network .
Preferences
Technical storage or access is required for the legitimate purpose of storing preferences that are not required by the subscriber or user.
Statistics
Technical storage or access that is used solely for statistical purposes. Technical storage or access that is used solely for anonymous statistical purposes. Without a subpoena, voluntary compliance by your Internet Service Provider, or further logging by a third party, the information stored or retrieved for this purpose alone usually cannot be used for identification.
Marketing
The technical storage or access is necessary to create user profiles to send advertising, or to track the user on a website or across different websites for similar marketing purposes.
Manage options Manage services Manage {vendor_count} vendors Read more about these purposes
Preferences
{title} {title} {title}