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…

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
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…
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)…

Quantitative Finance Research Group