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

Durban, South Africa
January 12 - 13, 2017

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


Mechanical and Industrial Engineering
South Africa
Durban
Abstracts/Full-Text Paper Submission Deadline   2016-11-30 00:00:00
Notification of Acceptance   2016-12-05 00:00:00
Final Paper (Camera Ready) Submission &
Early Bird Registration Deadline
  2016-12-10 00:00:00
Conference Dates   Jan 12-13, 2017
The ICDTMFA 2017: 19th International Conference on Discrete Time Model, Finance and Applications aims to bring together leading academic scientists, researchers and research scholars to exchange and share their experiences and research results about all aspects of Discrete Time Model, Finance and Applications. It also provides the premier interdisciplinary forum for researchers, practitioners and educators to present and discuss the most recent innovations, trends, and concerns, practical challenges encountered and the solutions adopted in the field of Discrete Time Model, Finance and Applications.
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
International Science Index
Discrete Time Model, Finance, Applications
Discrete Time Model, Continuous-Time Methods, Finance, Numerical Approaches, Calibrated Models
International Mechanical and Industrial Engineering Committee