José Luis Vilar-Zanón

Affiliation: Departamento de Economía Financiera y Actuarial. Universidad Complutense de Madrid. Facultad de Ciencias Económicas y Empresariales

Venue: office 18, 3rd floor of the Mathematics Department Building

Dates: 20/3/2017 to 24/3/2017

Professor José Luis Vilar-Zanón participated in the Course on Severity Modelling and in the Statistics and Risk Management Seminar: Risk neutral probabilities recovery from options prices by maximum entropy using linear goal programming