Scholarly Research Excellence

ICDTMFA 2017 : 19th International Conference on Discrete Time Model, Finance and Applications

Durban, South Africa
January 12 - 13, 2017

Call for Papers

ICDTMFA 2017 : 19th International Conference on Discrete Time Model, Finance and Applications is the premier interdisciplinary platform for the presentation of new advances and research results in the fields of Discrete Time Model, Finance and Applications. The conference will bring together leading academic scientists, researchers and scholars in the domain of interest from around the world. Topics of interest for submission include, but are not limited to:
  • Discrete time model
  • Continuous-time methods in finance
  • Modeling paradigm
  • Options and other derivatives valuation
  • Numerical approaches
  • Transactions costs and frictions
  • Term structure of interest rates
  • Calibrated models
  • Asset pricing
  • Dynamic consumption and portfolio choice
  • Default risk and credit spreads
  • Real options applications
  • Capital market frictions
  • Estimation of continuous-time models
  • Simulated method of moments
  • Efficient method of moments
  • Nonparametric approaches
  • Methods based on empirical characteristic function
  • Bayesian methods
  • International markets and exchange rate dynamics