Monday, 25 May 2026, 13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus); online (Microsoft Teams), Link Gabriele Sbaiz (University of Trieste) Title: Environmental impact into multi-objective portfolio allocations Abstract: In this talk, we tackle a sustainable multi-objective optimization problem in which we aim to maximize a mean-risk ratio while, at …
4/5/2026, 13:15 @ Department of Mathematics, Politecnico di Milano Monday, 4 May 2026, 13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus); online (Microsoft Teams). Riccardo Brignone (University of Pavia) Pricing path-dependent options under stochastic volatility models with arbitrary accuracy Abstract: We propose a unified methodology for pricing general path-dependent derivatives, …
Tuesday, 21 April 2026, 15.30-16.30 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus); online (Microsoft Teams), Link Neofytos Rodosthenous (University College London) Title: Regulation in a mean-field investment game with climate damage. Abstract: We develop a mean-field model of firms investing in carbon-intensive (brown) capital, where productivity declines due to temperature-related climate damages linked to cumulative emissions. Firms aim to maximise …
Martedì 14 aprile alle ore 11 presso la Sala del Consiglio al quarto piano dell’edificio U7 della Università di Milano-Bicocca, Fabrizio Lillo terrà un seminario dal titolo Why is the estimation of market impact of large trades with public market data so challenging? Estimating market impact and transaction costs of large trades (metaorders) is a …
We are pleased to announce that the second meeting of the Rome Joint Seminars on Stochastic Dynamics, Control, and Learning (RoJo-SDCL) will take place on Thursday, April 16, 2026, from 4:00 PM to 6:00 PM, at the EIEF–World Bank shared building (EIEF – Einaudi Institute for Economics and Finance), Conference Room, Via degli Abruzzi 10, Rome. The speakers …
Thursday, December 18, 2025, at 2:30 PM Room III at the Department of Statistical Sciences in Via Belle Arti, 41 or via the Microsoft Teams platform “Betting Around the Clock: Time Change and Long Term Model Risk” Prof. Umberto Cherubini (University of Bologna) Abstract We investigate the performance of the Kelly rule in a setting in …
QFinLab – Department of Mathematics, Politecnico di Milano. Tuesday, 9 December 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus). Sergio Pulido (ENSIIE, LaMME) Polynomial Volterra processes Recent studies have extended the theory of affine processes to the stochastic Volterra equations framework. In this talk, I will describe how the …
Dcember 1st, 3rd, 5th, 12th and 18th Understanding the world of blockchains and cryptocurrencies An elective course led by Prof. Daniele Marazzina at Università del Piemonte Orientale. Main topics: · DLT(Distributed Ledger Technology): Public and Private Blockchains analysis · Cryptography: hashing & public and private keys & digital signature · Use Cases: from hacker attacks …
Tuesday, 25 November 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Luca Del Viva (ESADE Business School) Title: Bank Equity Premia and the Fed Regulatory Stance Abstract: We examine the interplay between the Federal Reserve’s communication on banking regulation and U.S. bank equity returns. Using a comprehensive set of …
On behalf of the Scientific Committee of the “B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lectures on November 17, 2025 18:30: Kakeya sets in R^3 Prof. Hong Wang NYU Courant, IHES LOCATION: The seminars will be …