No Free Lunch Seminars
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Tomasz Gubiec , Continuous Time Random Walk in finance. The story of symbiosis., May 2, 2018
Wednesday, 02/05/2018 14:00 Scuola Normale Superiore Aula Marie Curie Tomasz Gubiec University of Warsaw Abstract Over 50 years ago, two physicists Montroll and Weiss in the physical context of dispersive transport…
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Elisa Alos, The implied volatility surface in modeling problems, March 14, 2018
Tuesday 27-03-2018 11:00 Scuola Normale Superiore Aula Fermi Elisa Alos Universitat Pompeu Fabra, Barcellona Abstract In the Black-Scholes model, the volatility parameter is constant. But it is well-known that, if we…
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Luciano Campi. Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications, February 15, 2018
Speaker: Prof. Luciano Campi (London School of Economics) Title: Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications Abstract: We consider a general nonzero-sum impulse game with…
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Paolo Guasoni, “Stochastics and market frictions: An overview”, October 7, 2016
Wednesday October 19 2016 15:00 Scuola Normale Superiore Aula Mancini Paolo Guasoni Dublin City University Abstract In the last decades Finance theory has benefited from its affinity with the theory of Stochastic Processes,…
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Franco Flandoli, “From Clinical Oncology to scaling limits”, October 7, 2016
Thursday October 13 2016 16:30 Scuola Normale Superiore Aula Bianchi Franco Flandoli University of Pisa Abstract A problem of Clinical Oncology will be shortly introduced and its modelling based on differential equations and statistical…
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.