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Marcello Minenna

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Lectures and Seminars »

Seminar – Estimating volatility through GARCH diffusive approach

16 June 2007 admindev

16th June 2007

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Seminar – DFT methods on Gaussian Grids for Fast Option Pricing

16 June 2007 admindev

16th June 2007

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Course – Topics in Quantitative Finance

15 September 2006 admindev

Accademic Year 2006/2007

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Seminar – Pricing and Hedging with the Heston Model

27 June 2006 admindev

27th June 2006

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Masterclass – Implementing affine jump diffusion models at the trading desk

6 June 2006 admindev

6th June 2006

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Course – Practical Calibration and Implementation Techniques for Interest Rate Modelling

1 December 2005 admindev

1st December 2005 – New York

5th December 2005 – London

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Course – Financial Engineering

1 September 2005 admindev

Accademic Year 2005/2006

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Masterclass – Derivatives Risk Management and Quant Surveillance

2 April 2005 admindev

2nd April 2005

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Course – Financial Engineering

1 September 2004 admindev

Accademic Year 2004/2005

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Masterclass – Derivatives Risk Management and Quant Surveillance

20 May 2004 admindev

20th May 2004

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