Below you will find the full programme and timings of the 14th annual Risk and Stochastics 2020 event!
30th April 2020
09:00 - 09:25
Registration and refreshments
09:25 - 09:30
Welcome note
Erik Baurdoux
09:30 - 10:20
Thorsten Rheinländer, Vienna University of Technology
On the volume distribution of the limit order book
10:20 - 11:10
Jo Kennedy, University of Warwick
11:10 - 11:40
Refreshments
11:40 - 12:30
Zbyszek Palmowski, Wroclaw University of Science and Technology
The Leland-Toft optimal capital structure model under Poisson observations
12:30 - 13:30
Lunch
13:30 - 14:20
Daniele Escobar, LSE
14:20 - 15:10
Aditi Dandapani, Ecole Polytechnique
15:10 - 15:40
Refreshments
15:40 - 16:30
Enrico Biffis, Imperial College
16:30 - 17:20
Corina Constantinescu-Loeffen, University of Liverpool
17:20 - 17:30
Closing Remarks