No Free Lunch Seminars
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Franco Nardini, “Innovation, specialization and growth in a model of structural change”, April 19, 2011
Tuesday April. 19 2011 13:00 Scuola Normale Superiore Aula Bianchi Franco Nardini Università di Bologna Abstract The aim of this talk is to investigate the nexus between demand patterns and…
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Marko Hans Weber, “On portfolio optimization in markets with frictions”, April 5, 2011
Tuesday April 5 2011 13:00 Scuola Normale Superiore Aula Bianchi Marko Hans Weber Scuola Normale Superiore Abstract The classic portfolio optimization problem was solved by Robert Merton in 1969 in…
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Monica Billio, “Econometric measures of systemic risk in the finance and insurance sectors”, March 29, 2011
Tuesday March 29 2011 13:00 Scuola Normale Superiore Aula Bianchi Monica Billio Department of Economics – Università Ca’ Foscari di Venezia Abstract We propose several econometric measures of systemic risk…
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Salvatore Federico, “Rappresentazione a dimensione infinita per problemi di controllo con ritardo”, March 15, 2011
Tuesday March 15 2011 13:00 Scuola Normale Superiore Aula Bianchi Salvatore Federico Università di Bologna Abstract I problemi di controllo con ritardo nella variabile di stato e/o di controllo emergono in…
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Maurizio Pratelli, “Calcolo delle greche e integrazione per parti secondo Malliavin”, March 8, 2011
Tuesday March 8 2011 13:00 Scuola Normale Superiore Aula Bianchi Maurizio Pratelli Università degli Studi di Pisa Abstract Si usano chiamare greche le derivate dei prezzi (ad esempio di opzioni)…
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
- Topics in portfolio choice III – Prof. Paolo Guasoni, December 20, 2017
- Topics in portfolio choice II – Prof. Paolo Guasoni, December 19, 2017
- Topics in portfolio choice I – Prof. Paolo Guasoni, December 18, 2017
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Andrea Pallavicini, “Arbitrage-Free Pricing with Funding Costs and Collateralization”, May 29, 2015
Friday May 29 2015 9.30 - 13.00 Scuola Normale Superiore Aula Fermi Andrea Pallavicini Banca IMI, Milano and Imperial College, London Arbitrage-Free Pricing with Funding Costs and Collateralization Abstract The financial…
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Luca Capriotti, “Real Time Risk Management with Adjoint Algorithmic Differentiaton”, June 19, 2014
Friday June 20 2014 11.00 - 12.30, 14.30 - 16.00 Scuola Normale Superiore Aula Bianchi Luca Capriotti Credit Suisse London Real Time Risk Management with Adjoint Algorithmic Differentiaton Abstract Adjoint Algorithmic Differentiation (AAD)…
PhD/Master Theses
No scheduled events.