In the morning Michele will discuss the paper A New Elementary Geometric Approach to Option Pricing Bounds in Discrete Time Models by Yann Braouezec of the IESEG School of Management (France).

 

 

 

In the afternoon Michele will present our paper The Geometry of Interest Rate Risk which will be discussed by Zorica Lazarevska from the University of Cyril and Methodius (Macedonia).

 

 

 

The Visa has been arranged and we are definitely looking forward to the conference. The content is generating great expectations and the social activities (city tour, gala dinner, reception at the Buenos Aires Stock Exchange) are very promising.