Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab – Department of Mathematics, Politecnico di Milano. Monday, 9 June 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Marco Tolotti (Università Ca’ Foscari Venezia) Title: Market Dynamics, Learning, and the Equity Premium Puzzle in an Agent-Based Model of …
Algorithmic Trading, Decentralized Finance and Artificial Intelligence in Capital Markets The conference is to be held on the October 16-17 2025 at Politecnico di Milano Venue: Department of Mathematics Conference Room: Aula Rogers web site Second edition Call for papers: papers or extended abstract Deadline for submission: September 1st Notification of acceptance: September 15th Deadline for registration: …
Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab – Department of Mathematics, Politecnico di Milano. Thursday, 5 June 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Olimpia Carradori (University of Zurich) Title: Insurers’ carbon underwriting policies Abstract: Insurance companies …
Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab – Department of Mathematics, Politecnico di Milano. Wednesday, 7 May 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Alessandro Sbuelz (Università Cattolica del Sacro Cuore) Title: The Zero-Theta Hedge Contract. Abstract: We examine …
Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab – Department of Mathematics, Politecnico di Milano. Wednesday, 2 April 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Claudio Fontana (Università di Padova) A stochastic Gordon-Loeb model for optimal security investment under clustered cyber-attacks. …
QFinLab promotes a series of thematic seminars on climate risk. Climate transformations have a deep impact on economic activity with implications ranging from the definition of green transition policies to the evaluation of financial assets, from the construction of innovative financial and insurance products to risk management, from the design of mechanisms incentive to asset …
Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab – Department of Mathematics, Politecnico di Milano. Wednesday, 5 March 2025, 12.00-13.00 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Katia Colaneri (Università di Roma Tor Vergata) Title: Expect the worst! Optimal emission abatement under tax policy uncertainty …
Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab – Department of Mathematics, Politecnico di Milano. Wednesday, 19 February 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Marzia De Donno (Università Cattolica del Sacro Cuore) Title: Short rate models with stochastic discontinuities: a PDE …
Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab – Department of Mathematics, Politecnico di Milano. Monday, 27 January 2025, 16.00-17.00 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Adrien Mathieu (Oxford university) Title: Market Making with fads, Informed and Uninformed traders. Abstract: We characterize …
January 16, 2025 15.00-17.00 Department of Mathematics- Saleri room- VI floor Tiziano De Angelis (Università di Torino) A model of strategic sustainable investment We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero-sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous …
