EURO 2024 Copenhagen
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Session TB-63: Risk Management and Cryptoassets in stream OR in Banking, Finance and Insurance: New Tools for Risk Management

Tuesday, 10:30-12:00
Room: S14 (building: 101)

Session chair(s):

Gianna Figà-Talamanca (gianna.figatalamanca@unipg.it) Giacomo Gaggero (giacomo.gaggero@edu.unige.it)

The following abstracts have been submitted in this session:

		3996. Pricing Options with a Compound CARMA(p,q)-Hawkes model	Andrea Perchiazzo [R] - Italy	accepted
			Lorenzo Mercuri [] - Italy
			Edit Rroji [] - Italy
		3477. Forecasting the worst: is implied volatility forward-looking enough?	Carlo Confalonieri [R] - Italy	accepted
			Paola De Vincentiis [] - Italy
		2794. Value-at-Risk of an Option Portfolio Under Different Scenarios. A Proposal of a More Reliable Market Measure	Giacomo Gaggero [R] - Italy	accepted
			Pier Giuseppe Giribone [] - Italy
			Duccio Martelli [] - Italy
			Sanmoy Mukherjee [] - Italy
		4405. A Bayesian Hierarchical Approach to Analyze the Heterogeneous Influence of Banking Risk on Cost Efficiency	Pilar Gargallo [] - Spain	accepted
			Manuel Salvador [] - Spain