Identification of clusters of investors from their real trading activity in a financial market
Identifying financial crises in real time
Identifying States of a Financial Market
If Entry Strategy and Money go Together, What is the Right Side of the Coin?
Illiquidity and Derivative Valuation
Illiquidity Effects in Optimal Consumption-Investment Problems
Illusory versus Genuine Control in Agent-Based Games
Impact of heterogenous prior beliefs and disclosed insider trades
Impact of Insurance for Operational Risk: Is it worthwhile to insure or be insured for severe losses?
Impact of meta-order in the Minority Game
Impact of the first to default time on Bilateral CVA
Impact of the tick-size on financial returns and correlations
Impact of the topology of global macroeconomic network on the spreading of economic crises
Impact-adjusted valuation and the criticality of leverage
Implementing Loss Distribution Approach for Operational Risk
Implied Correlation for Pricing multi-FX options
Implied correlation from VaR
Implied Multi-Factor Model for Bespoke CDO Tranches and other Portfolio Credit Derivatives
Implied Probability Measures of Volatility
Implied volatility explosions: European calls and implied volatilities close to expiry in exponential Lévy models