Monday, November 3th – Wednesday, November 5th Algorithmic Trading in Financial Markets 8-Hour Intensive Course – MSc in Management & Finance Università degli Studi del Piemonte Orientale This 8-hour course provides a comprehensive introduction to algorithmic trading, integrating theoretical foundations with real-world trading applications. The program is led by Roberto Maria Caloi, Head of the …
Women in Mathematical Finance Workshop will take place at the University of Rome Sapienza (Department of MEMOTEF) on February 12–13, 2026. https://memotef.web.uniroma1.it/it/women-mathematical-finance-workshop-february-12-13-2026 Gender disparity remains a challenge in academia, particularly in STEM and related disciplines such as mathematical finance. While progress has been made, women continue to be underrepresented in senior academic and research positions. …
Corso “Introduction to Monte Carlo Simulation in Finance” (8ª edizione) tenuto dal Prof. Ioannis Kyriakou (Bayes Business School, City, University of London) Il corso si svolgerà all’interno della Laurea Magistrale Management & Finanza del DISEI – Università del Piemonte Orientale (Novara). Il corso, della durata complessiva di 16 ore e tenuto in lingua inglese, si …
University of Padova, Department of Mathematics “Tullio Levi-Civita” On April, 10 2026, the seventh edition of the Spring Colloquium on Probability and Finance will bring together researchers in stochastic analysis and mathematical finance. Attendance is open but registration is required. CONFIRMED SPEAKERS: Organisers: Giorgia Callegaro, Claudio Fontana, Tiziano Vargiolu The Colloquium benefits of the financial support of the …
The Colloquium caters to Doctoral students interested in analytical (both theoretical and applied) methods for measuring, managing and mitigating risks. It is organized over four two-week sessions along one year. The risks considered range from standard economic, financial or insurance applications, to emerging ones, such as environmental, climate and cyber risks. The approach is in-depth …
01/10/2025 12:15Seminar QFinLAb Department of Mathematics Politecnico di MilanoAnna Maria Gambaro, Università del Piemonte OrientaleAbstractIn this work, we investigate the main drivers of risk-neutral densities of quoted stocks, using the functional principal component analysis (FPCA). To this end, we first construct a historical series of risk-neutral densities corresponding to quoted option prices with fixed time …
De Finitti risk seminar on September 24, 2025. 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 September 24, 2025: LOCATION: The seminars will be held on September …
The call for applications for a PhD scholarship at Politecnico di Milano titled “NEW PERSPECTIVE IN PORTFOLIO SELECTION”, funded by Generali Investments, has been published:https://www.dottorato.polimi.it/en/prospective-phd-students/calls-and-regulations/41st-cycle/2nd-additional-call-2025-26There is 1 position with scholarship [thematic scholarship] [ID: 5090-4587].Research topic: NEW PERSPECTIVE IN PORTFOLIO SELECTIONAdditional call [ITA] Start of the PhD program: November 1, 2025Application deadline: September 30, 2025
Application Deadline: July 16, 2025, at 2 PM Rome time. We strongly encourage applications from students interested in Quantitative Finance. The research interests of our Quantitative Finance group at Roma Tre include: sustainable finance, which integrates environmental, social and governance criteria into investment decisions; machine learning for finance, i.e., application of machine learning techniques for …
We are pleased to announce that the XXVII Workshop on Quantitative Finance (QFW2026) will be held in BERGAMO on March 30 – April 1, 2026 (no online sessions), and hosted by the Department of Management of the University of Bergamo. AIMS AND SCOPES The workshop aims to bring together academia and industry to stimulate discussions …