F i n a n c e U C

4th International Conference


Campus San Joaquin UC

Av. Vicuña Mackenna 4860, Macul

Santiago, Chile


Thursday, January 10, 2013



Conference Program

Thursday, January 10, 2013 (Room 218)

8:45 Coffee break and registration

Session 1

9:00 Modeling Financial Contagion Using Mutually Exciting Jump Processes
Yacine Ait-Sahalia - Princeton University
10:00 Ambiguity in Corporate Finance
Ron Giammarino - University of British Columbia
Discussant: Felipe Zurita - UC
11:00 Coffee break

Session 2

11:30 The Real Options Approach to Valuation: Challenges and Opportunities
Eduardo Schwartz - UCLA
12:30 Lunch

Session 3

14:30 The Economic Impact of Oil on Industry Portfolios
Jaime Casassus - UC
Discussant: Ron Giammarino - University of British Columbia
15:30 Arbitrageurs, bubbles, and credit conditions
Rodolfo Prieto - Boston University
Discussant: Pablo Castañeda - UAI
16:30 Closing remarks - back to hotel

Organizing Committee


  • Jaime Casassus - UC
  • Gonzalo Cortazar - UC
  • Eduardo Schwartz - UCLA