No Free Lunch Seminars
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Paolo Porcedda, “Asimmetrie informative e selezione avversa nella gestione del portafoglio creditizio nell’esperienza di un primario istituto creditizio italiano”, April 7, 2014
Monday April 7 2014 13.00 Scuola Normale Superiore Aula Bianchi Paolo Porcedda UniCredit Bank Abstract Alimentata dalle pressioni esercitate dalle autorità di vigilanza bancaria a seguito dell’introduzione della nuova normativa regolamentare (cd Basilea 2),…
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Vittorio Carlini, “Mercati finanziari e l’illusione dei numeri”, March 13, 2014
Thursday March 13 2014 13:00 Scuola Normale Superiore Aula Bianchi Vittorio Carlini Il Sole24Ore Abstract L'hardware delle reti, i modelli matematici e i software dei prodotti dominano le Borse. Una…
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Emmanuel Bacry, “Hawkes process and applications”, February 27, 2014
Thursday February 27 2014 13.00 Scuola Normale Superiore Aula Bianchi Emmanuel Bacry CMAP, UMR 7641 CNRS, Ecole Polytechnique, France Abstract Hawkes processes are point self-exciting point processes particularly well suited for applications. Introduced in…
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Youngna Choi, “Financial Instability Contagion: a Dynamical Systems Approach”, January 9, 2014
Thursday January 9 2014 13.00 Scuola Normale Superiore Aula Bianchi Youngna Choi Montclair State University Abstract We build a multi-agent dynamical system for the global economy to investigate and analyze financial crises. The…
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Emilio Barucci, “Does a countercyclical buffer affect bank management?”, October 7, 2013
Monday October 7 2013 13.00 Scuola Normale Superiore Aula Bianchi Emilio Barucci Politecnico di Milano Abstract We analyze the effect of the countercyclical capital buffer, as provided by the Basel III regulation, on bank…
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.