Jorge Zubelli Organizing Committee
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1 We hereby certify that, Adriano De Cezaro, Fundação Universidade do Rio Grande, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Iterative Regularization to the Volatility Surface
2 We hereby certify that, Alan De Genaro Dario, Bolsa de Mercadorias e Futuros, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Properties of Doubly Stochastic Poisson Process with affine intensity
3 We hereby certify that, Amel Bentata, École Normale Superieure de Paris, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Forward equations for option prices in semimartingale models
4 We hereby certify that, Bruno Dupire, Bloomberg - NY, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Historical moments
5 We hereby certify that, Carole Bernard, University of Waterloo, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Timer-style options, Design, Pricing and Practice
6 We hereby certify that, Chris Rogers, University of Cambridge, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Trading to Stops
7 We hereby certify that, Cristiano Augusto Coelho Fernandes, Pontifícia Universidade Católica do Rio de Janeiro, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Simulation and Prediction of Oil and Refined Products Prices in a ALM Project
8 We hereby certify that, Fabiana Travessini, Universidade Federal do Rio de Janeiro, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: A Level Set Approach to Optimal Stopping Time in American Options
9 We hereby certify that, Francesco Mina, Imperial College London, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Markov-Chain Approximation Method for a Class of Lévy Processes
10 We hereby certify that, Geraldo Filgueiras, F F Capital Partners, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Risk Management in the Financial Industry
11 We hereby certify that, Gyorgy Varga, Fce Consultoria, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Investment Decision in a New Credit Score System
12 We hereby certify that, Jean-Pierre Fouque, University of California Santa Barbara, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Multiscale Stochastic Volatility Models and Perturbations Methods / Heston 1.5
13 We hereby certify that, João Frois Caldeira, Banco Cooperativo Sicredi S/a, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Statistical Arbitrage, Long- Short Equity Pairs Trading, A Cointegration Approach Applied to Brazilian Market Data
14 We hereby certify that, Julien Guyon, Societe Generale, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Lecture 1: From Spot Volatilities to Implied Volatilities; Lecture 2: The Smile in Stochastic Volatility Models
15 We hereby certify that, Lane Hughston, Imperial College London, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Implied Density Models for Dynamics Asset Pricing
16 We hereby certify that, Luiza Miranyan, Bloomberg - NY, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Dimensionality Reduction and Factor modelling / On improving the responsiveness of the fundamental factor models
17 We hereby certify that, Marco Avellaneda, Courant Institute of Mathematical Sciences, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Path- Dependence Properties of Leveraged Exchange-Traded Funds: Compounding, Volatility and Option Pricing
18 We hereby certify that, Marco Fritelli, Unicersitá Degli Studi di Milano, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: On Quasiconvex Dynamic Risk Measures
19 We hereby certify that, Matheus Grasselli, Mcmaster University, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: The priority option: the value of being a leader in complete and incomplete mark / Asset Price Bubbles: Economics, Mathematics and Statistics
20 We hereby certify that, Max Oliveira de Souza, Universidade Federal Fluminense, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Evaluation of Optional Cancellation Contracts
21 We hereby certify that, Mike Ludkovski, University of California Santa Barbara, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Exploration and Exhaustibility in Dynamic Cournot Games
22 We hereby certify that, Nicolas Merener, Universidad Torcuato di Tella, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Efficient Monte Carlo for Discrete Variance Derivatives
23 We hereby certify that, Roger Lee, University of Chicago, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Asymptotics of Implied Volatility
24 We hereby certify that, Ronnie Sircar, Princeton University, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Stochastic Differential Games and Applications to Energy and Consumer Goods Markets
25 We hereby certify that, Ruth Kaila, Helsinki University of Technology, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: The implied integrated variance a Bayesian approach
26 We hereby certify that, Steven Lillywhite, Instituto de Matematica Pura e Aplicada, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Statistical Arbitrage in the Futures Term Structure
27 We hereby certify that, Sumit Kumar Sinha, Michigan State University, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: A Maximum Principal for Multidimensional BSDEs
28 We hereby certify that, Vinícius Viana Luiz Albani, Instituto de Matematica Pura e Aplicada, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Calibration of Volatility Surface with Market Data
29 We hereby certify that, Youngna Choi, Montclair State University, participated in the Mathematics & Finance: Research in Options, held at Hotel Portogalo, Angra dos Reis - RJ, from November 27 to December 2, 2010 and presented the following work: Financial Crisis Dynamics: Attempt to Define a Market Instability Indicator
Angra dos Reis, December 1, 2011. Jorge Zubelli Organizing Committee
We hereby certify that, Adriano De Cezaro, Fundação Universidade do Rio Grande, participated in the Mathematics & Finance: Research in Options, held at Hotel do Bosque, Angra dos Reis - RJ, from November
Angra dos Reis, November 26, 2008. Jorge Zubelli Organizing Committee
We hereby certify that, Alberto Ohashi, Unicamp - Instituto de Matemática, Estatística e Computação, participated in the Workshop on mathematical and finance: research in options 2008, held at Hotel do
Angra dos Reis, December 1, 2011. Jorge Zubelli Organizing Committee
We hereby certify that, Alan De Genaro Dario, Bm&Fbovespa, participated in the Mathematics & Finance: Research in Options, held at Hotel do Bosque, Angra dos Reis - RJ, from November 25 to December 1,
Búzios, December 12, 2012. Jorge Zubelli Organizing Committee
We hereby certify that, Adriano De Cezaro, Fundação Universidade do Rio Grande, participated in the Mathematics & Finance: Research in Options, held at Hotel Atlântico, Búzios - RJ, from December 7 to
Angra dos Reis, July 17, 2009. Benar Fux Svaiter Organizing Committee
We hereby certify that, Alfredo Iusem, Instituto de Matematica Pura e Aplicada, participated in the VIII Brazilian Workshop on Continuous Optimization "Celebrating Alfredo Iusem's 60th birthday", held
Foz do Iguaçu, March 26, 2011. Jorge Zubelli Organizing Committee
We hereby certify that, Adriano De Cezaro, Fundação Universidade do Rio Grande, We hereby certify that, Alexandre Pereira Lima, Universidade Federal Fluminense, We hereby certify that, Álvaro Felipe Macías
Búzios, November 25, 2009. Jorge P. Zubelli Coordinator
We hereby certify that Alessandro Martim Marques, Banco Itaú S.a., participated in the Research in Options 2009, held at Hotel Atlântico Búzios, Búzios, RJ, from November 23 to 25, 2009. We hereby certify
Búzios, April 09, 2010. Walcy Santos Organizing Committee
We hereby certify that, Aline Mauricio Barbosa, Universidade Federal Rural do Rio de Janeiro, participated in the Algebraic, Geometric and Analytical Aspects of the Surface Theory, held at Hotel Atlântico,
held at IMPA, Rio de Janeiro - RJ, from June 06 to 10, 2011 and presented the following work: Internal Wave Models Rio de Janeiro, June 10, 2011.
We hereby certify that, Ailin Ruiz de Zarate Fabregas, Universidade Federal do Paraná, participated in the Waves in Fluids III, held at IMPA, Rio de Janeiro - RJ, from June 06 to 10, 2011 and presented
Henrique Bursztyn Organizing Committee
We hereby certify that, Alberto Tacchella, Inst. de Ciências Matemáticas e de Computação, participated in the IV Iberoamerican Meeting on Geometry, Mechanics and Control. Celebrating Jair Koiller s 65
Florianópolis, March 21, 2014. Elizabeth Wegner Karas Organizing Committee
We hereby certify that, Ana Flora Pereira de Castro Humes, USP - Escola Politécnica, participated in the X Brazilian Workshop on Continuous Optimization. Celebrating Clovis Gonzaga's 70th birthday held
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We hereby certify that, Alberto Moraes Marques, Petróleo Brasileiro S/a, participated in the Mathematics & Finance: Research in Options, held at Pérola Búzios Hotel, Búzios - RJ, from November 30 to December
Bahia, October 22, 2011. Paulo Varandas Organizing Committee
We hereby certify that, Alien Herrera Torres, Universidade Federal Fluminense, participated in the Workshop on Dynamical Systems, held at Bahia, Salvador, from October 16 to 22, 2011. We hereby certify
Cabo Frio, March 9, 2013. Jorge Zubelli Organizing Committee
We hereby certify that, Andres Quiroga, Universidade Nacional de Cordoba - Famaf, the following work: Parameter estimation in model of cancer invasion We hereby certify that, Angelo Mondaini Calvão, Universidade
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