No Free Lunch Seminars
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Damiano Brigo, “Intrinsic stochastic differential equations as jets: theory and applications”, October 7, 2016
Monday October 10 2016 16:00 Scuola Normale Superiore Aula Mancini Damiano Brigo Imperial College, London Abstract We quickly introduce Stochastic Differential Equations (SDEs) and their two main calculi: Ito and Stratonovich. Briefly recalling…
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Gabriele La Spada, “Competition, reach for yield, and money market funds”, September 5, 2016
Tuesday September 13 2016 11:00 Scuola Normale Superiore Aula Bianchi Gabriele La Spada Federal Reserve Bank of New York Abstract Do asset managers reach for yield because of competitive pressures in a…
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Anirban Chakraborti, “Sectoral co-movements and volatilities of Indian stock market: An analysis of daily returns data”, July 5, 2016
Wednesday July 6 2016 11:30 Scuola Normale Superiore Aula Fermi Anirban Chakraborti Jawaharlal Nehru University, New Delhi, India Abstract First, we review the techniques of decomposing aggregate correlation matrices to study co-movements in…
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Marc Mezard, “Boole, Shannon, and the challenge of data science: A statistical physics perspective”, June 27, 2016
Wednesday June 29 2016 15:00 Scuola Normale Superiore Aula Azzurra Marc Mezard École Normale Supérieure, Paris Abstract In 1854, in his treatise on the Laws of Nature, George Boole had stated a clear goal…
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Jiro Akahori, “Ito atlas and around”, March 10, 2016
Thursday March 17 2016 13:00 Scuola Normale Superiore Aula Mancini Jiro Akahori Ritsumeikan University, Shiga, Japan Abstract I will discuss Malliavin's canonic diffusion on the circle and related topics including a link to…
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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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…
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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…
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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…
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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…
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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.