Events

Andrea Pallavicini, “Surviving the Credit Crunch: new features for post-crisis pricing models”, March 3, 2011
Tuesday May 3 2011 13:00 Scuola Normale Superiore Aula Bianchi Andrea Pallavicini Mediobanca, Milano Abstract Starting from the beginning of the credit crunch many pricing models fail to incorporate market…
Giacomo Bormetti, “Minimal model of financial stylized facts”, February 15, 2011
Tuesday February 15 2011 13:00 Scuola Normale Superiore Aula Bianchi Giacomo Bormetti Scuola Normale Superiore - Pisa Abstract In this seminar I will present joint work with D. Delpini from the…
Lucio M. Calcagnile, “Misurare l’efficienza informativa dei mercati finanziari”, February 2, 2011
Wednesday February 2 2011 13:00 Scuola Normale Superiore Aula Bianchi Lucio M. Calcagnile Scuola Normale Superiore Abstract Un mercato finanziario è detto “efficiente” se è efficiente nel processare l'informazione disponibile,…

Frontiers in High-Frequency Financial Econometrics 2018, March 23, 2018
https://www.hffe2018sns.com/
XVII Workshop on Quantitative Finance, June 22, 2015
The quantitative finance group of the Scuola Normale Superiore will host the XVII Workshop on Quantitative Finance. The workshop will take place on January, 28-29, 2016 in Pisa at Scuola…
Symposium on return predictability in stock and real estate markets, June 6, 2014
Program:
Quantitative Approaches to Risk Assessment and Investment Transparency, December 12, 2011
Monday December 12 2011 10.45 - 17.00 Sala Stemmi Scuola Normale Superiore - Pisa 10:45 Registration 11:00 Opening address Book Presentation: A Quantitative Framework to Assess the Risk- Reward Profile of…
L’instabilità dei mercati finanziari: il flash crash un anno dopo., May 11, 2011
Wednesday May 11 2011 13:00 Scuola Normale Superiore Aula Bianchi Stefano Marmi Scuola Normale Superiore, Pisa 6 maggio 2010: l'effetto farfalla si abbatte sul ping pong del trading ad alta…

Jean-Philippe Bouchaud, “An introduction to Statistical Phy-nance”, April 13, 2011
Wednesday April 13 2011, 14.00 - 16.00 Aula Dini Thursday April 14 2011, 14.00 - 16.00 Aula Dini Friday April 15 2011, 11.00 - 13.00 Aula Fermi Scuola Normale Superiore Jean-Philippe Bouchaud Science…
Sylvain Arlot, “Advanced Course on Statistics”, February 14, 2011
Monday February 14 2011, 14.00 - 16.00 Aula Bianchi Tuesday February 15 2011, 9.00 - 11.00 Aula Fermi Thursday February 17 2011, 14.00 - 16.00 Aula Fermi Tuesday February 22 2011, 14.00 - 16.00…

Quantitative Finance Research Group