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Marcelo SENA (Stanford University) “Pricing and Risk in Sovereign Green Debt: Evidence from Chile”
Séminaire QSEF - Quantitative Sustainable Economics and Finance 10h - 12h jeudi 10 septembre 2026 Salle 3001 Marcelo SENA (Stanford University) "Pricing and Risk in Sovereign Green Debt: Evidence from Chile" Résumé : We study the pricing of sovereign green bonds using Chile’s pioneering green bond program and its cross-design issuance. Employing a […]
Find out more »Giulia DI NUNNO (Oslo University) “On Sandwich Volterra Volatility Models”
Séminaire Mathématique Finance 10h - 11h Jeudi 10 septembre 2026 Salle 3001 Giulia DI NUNNO (Oslo University) "On Sandwich Volterra Volatility Models" Summary : Sandwiched Volterra Volatility (SVV) models are a class of dynamics capable of capturing both the long-memory and rough features of volatility, while also complying with several stylized facts observed in […]
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