Programme Schedule – (pdf download)

Presentations: 25 minutes followed by 5 minutes general discussion.
Session chairs and presenters should meet 10 minutes before the start of the session to set up their talks.

Day One

8:30-8:50 Registration/Coffee

8:50-9:00 Opening Remarks

SESSION 1 (Plenary) Chair: Stephen Taylor

9:00 – 10:00 Keynote Speech

  • Room: LT1
  • Speaker: Torben G. Andersen, Northwestern University
  • Title: The Pricing of Tail Risk and the Equity Premium in North America, Europe and Japan

10:00-10:15 Refreshment Break

SESSION 2 (Parallel)
10:15-12:15 Parallel Session 2A: Limit Order Book Modelling