Lightning Talks III (Day 1)

Oliver Haynold: Practical Options Modeling with the sn Package, Fat Tails, and How to Avoid the Ultraviolet Catastrophe

Shuang Zhou: A Nonparametric Estimate of the Risk-Neutral Density and Its Applications

Luis Damiano: A Quick Intro to Hidden Markov Models Applied to Stock Volatility

Oleg Bondarenko: Rearrangement Algorithm and Maximum Entropy

Xin Chen: Risk and Performance Estimator Standard Errors for Serially Correlated Returns