No Free Lunch Seminars
-
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…
-
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…
-
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…
-
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,…
-
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
-
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…
Mini Courses
-
Andrea Pallavicini, “Credit Risk Modelling Before and After the Crisis”, March 28, 2014
Friday March 28 2014 10.00 - 12.00 Aula Bianchi 14.00 - 16.00 Aula Mancini Scuola Normale Superiore Andrea Pallavicini Banca IMI, Milano and Imperial College, London Credit Risk Modelling Before and…
-
Paolo Guasoni, “Frictions and Fees in Portfolio Choice”, May 13, 2013
Monday May 13 2013, 16.00 - 18.00 Aula 2 Tuesday May 14 2013, 11.00 - 13.00 Aula 2 Wednesday May 15 2013, 14.00 - 16.00 Aula Bianchi Thursday May 16 2013, 11.00 - 13.00 Aula 2 Scuola Normale Superiore Paolo Guasoni Boston University and Dublin…
-
Jean-Philippe Bouchaud, “Instabilities in Financial Markets”, May 9, 2013
Thursday May 9 2013, 16.00 - 18.00 Aula Mancini Friday May 10 2013, 14.00 - 16.00 Aula Mancini Monday May 13 2013, 9.00 - 11.00 Aula Bianchi Scuola Normale Superiore Jean-Philippe Bouchaud Capital Fund Management and Ecole Polytechnique Instabilities in Financial…
-
Rama Cont, “Functional Ito calculus and Functional Kolmogorov equations”, April 8, 2013
Monday April 8 2013, 10.00 - 13.00 Aula Tonelli Monday April 15 2013, 10.00 - 13.00 Aula Tonelli Monday April 22 2013, 10.00 - 13.00 Aula Tonelli Tuesday April 23 2013, 9.00…
-
Rosario Nunzio Mantegna, “Econophysics Investigation of Financial Markets: Correlation, Heterogeneity and Agent Based Models”, October 4, 2011
Tuesday October 4 2011 15.00 - 17.00 Aula Bianchi Wednesday October 5 2011 11.00 - 13.00 Aula Bianchi Thursday October 6 2011 11.00 - 13.00 Aula Mancini Scuola Normale Superiore Rosario Nunzio Mantegna…
PhD/Master Theses
No scheduled events.