No Free Lunch Seminars
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Domenico Mignacca, “Risk Attribution, Risk Budgeting and Portfolio’s Implied Views: A Factor Approach”, December 13, 2011
Tuesday December 13 2011 13:00 Scuola Normale Superiore Aula Mancini Domenico Mignacca Eurizon Capital Download flyer here and slides here.
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Umberto Cherubini, “CDS and the City”, November 23, 2011
Wednesday November 23 2011 13:00 Scuola Normale Superiore Aula Bianchi Umberto Cherubini Università di Bologna Abstract We discuss the peculiarity of the CDS tool in the realm of credit derivatives. We…
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Rama Cont, “Systemic risk: a challenge for modelling”, November 9, 2011
Wednesday November 9 2011 15:00 Scuola Normale Superiore Sala degli Stemmi Rama Cont Univ. Paris VI-VII, France and Columbia Univ. New York, USA
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Aldo Nassigh, “Default and Credit Migration Risk in Trading Portfolios”, September 20, 2011
Tuesday September 20 2011 16:00 Scuola Normale Superiore Aula Bianchi Monica Billio Unicredit, Milano Abstract Default and credit migration risk was treated as negligible for a long time in banks'…
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Daniel Nehren and Lorenzo Balducci, “Un incontro con JP Morgan”, May 10, 2011
Tuesday May 10 2011 15:00 Scuola Normale Superiore Aula Mancini Daniel Nehren Head of Linear Quantitative Research, JP Morgan New York Introduction to Algorithmic Trading Lorenzo Balducci Quantitative Research, JP…
Conferences and Workshops
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Frontiers in High-Frequency Financial Econometrics 2018, March 23, 2018
https://www.hffe2018sns.com/
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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…
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Symposium on return predictability in stock and real estate markets, June 6, 2014
Program:
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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…
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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…
Mini Courses
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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…
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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…
PhD/Master Theses
No scheduled events.