Aim and Scope

The Quantitative Finance group of the Scuola Normale Superiore is pleased to host “The XVII Workshop on Quantitative Finance”. As for the previous editions, it is an annual meeting place for academia and financial industry on theoretical topics of quantitative finance and their applications to the current issues facing the industry. The Workshop welcomes contributions from Mathematical Finance, Quantitative Risk Management, Financial Economics, Computational Finance, Financial Econometrics, Statistics of Financial Markets, Corporate Finance. As in the previous edition of the workshop, we wish to particularly encourage an international participation of young researchers and both theoretical and applied contributions.

General Information

In order to allow the widest possible participation, in particular of young scholars, there is no registration fee. Coffee-breaks, lunches and the gala banquet will be offered by the organisers, but no scholarships are available for travel and accommodation expenses. The Scuola Normale has agreements with a number of hotels from which you can obtain special fares. Please visit the accommodation page for more information.

Flyer

Flyer of the conference: DOWNLOAD

Deadlines

  • Paper submission opens on June, 22, 2015 and closes on November, 8, 2015.
  • Registration opens  on June, 22, 2015 and closes on January, 18, 2016.

Scientific Committee

Fabio Bellini (Università degli Studi di Milano Bicocca), Giacomo Bormetti (Università degli Studi di Bologna), Andrea Consiglio (Università degli Studi di Palermo), Friederich Hubalek (Technische Universität Wien), Fabrizio Lillo (Scuola Normale Superiore,  Pisa), Elisa Luciano (Università degli Studi di Torino), Maria Elvira Mancino (Università degli Studi di Firenze), Stefano Marmi (Scuola Normale Superiore,  Pisa), Massimo Morini (Banca IMI), Aldo Nassigh (Unicredit Group), Loriana Pelizzon (Università Ca’ Foscari Venezia), Mustafa Pinar (Bilkent University, Ankara), Mathieu Rosenbaum (Université Pierre-et-Marie-Curie, Paris), Sergio Scarlatti (Università degli Studi di Roma “Tor Vergata”), Carlo Sgarra (Politecnico di Milano), Peter Tankov (Université Denis Diderot, Paris), Josef Teichmann (ETH Zurich), and Tiziano Vargiolu (Università degli Studi di Padova).

Local Committee

Giacomo BormettiFabrizio LilloMaria Elvira MancinoStefano MarmiDavide PirinoDaniele RegoliChiara Sabelli.

To contact the Local Committee, please write an email to: qfwxvii@gmail.com.

Webmaster: Damian Eduardo Taranto.

Workshop logo: Daniele Regoli, Chiara Sabelli.

Sponsors

Centro di Ricerca Matematica Ennio De Giorgi     Scuola Normale Superiore      GNAMPA

UniCreditList Group AMASES