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
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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.