QFW XIX WORKSHOP ON TRE ROMA - Uniroma3 –...

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EMILIO BARUCCI @ Politecnico di Milano GIACOMO BORMETTI @ Università di Bologna FRANCESCO CESARONE @ Università Roma Tre ANDREA CONSIGLIO @ Università di Palermo MARCO FRITTELLI @ Università di Milano STEFANO HERZEL @ Università di Roma Tor Vergata FRIEDRICH HUBALEK @ TU Wien FABRIZIO LILLO @ Scuola Normale Superiore ELISA LUCIANO @ Università di Torino MARIA ELVIRA MANCINO @ Università di Firenze CLAUDIO MORANA @ Università di Milano-Bicocca MASSIMO MORINI @ Banca Imi CARLO MOTTURA @ Università Roma Tre ALDO NASSIGH @ Unicredit MUSTAFA PINAR @ Bilkent University ROBERTO RENÒ @ Università di Verona EMANUELA ROSAZZA GIANIN @ Università di Milano-Bicocca MATHIEU ROSENBAUM @ Université Pierre et Marie Curie PETER TANKOV @ Université Paris-Diderot FABIO TARDELLA @ Sapienza Università di Roma JOSEF TEICHMANN @ ETH Zurich TIZIANO VARGIOLU @ Università di Padova SCIENTIFIC COMMITTEE ORGANIZING COMMITTEE ANNA ATTIAS @ Sapienza Università di Roma ALESSANDRA CARLEO @ Università Roma Tre FRANCESCO CESARONE @ Università Roma Tre ROCCO CICIRETTI @ Università di Roma Tor Vergata ANDREA GHENO @ Università Roma Tre LORENZO LAMPARIELLO @ Università Roma Tre MARCO NICOLOSI @ Università di Perugia DAVIDE PIRINO @ Università di Roma Tor Vergata ANDREA SCOZZARI @ Università Niccolò Cusano Mathematical Finance Quantitative Risk Management Portfolio Optimization Financial Economics Computational Finance Econo physics Financial Econometrics Statistics of Financial Markets Corporate Finance AIMS, SCOPE & GENERAL INFO DEADLINES & CONTACT EXTENDED ABSTRACT: deadline 26 November 2017 HTTP://qfw2018.uniroma3.it/ EMAIL: [email protected] VENUE: UNIVERSITA’ ROMA TRE Dipartimento di Studi Aziendali Via Silvio D’Amico, 77 - 00145 Rome Rome University Roma Tre is pleased to host QFW2018, the XIX Workshop on Quantitative Finance . QFW2018 is an annual conference directed to academia and industry exposing both theoretical and practical aspects of Quantitative Finance. The aim of the Workshop is to promote the interaction of relevant ideas among researchers and practitioners by covering topics in Mathematical Finance, Quantitative Risk Management, Portfolio Optimization, Financial Economics, Computational Finance, Econophysics, Financial Econometrics, Statistics of Financial Markets, Corporate Finance, and related fields. The two and a half days event particularly encourages the participation of Italian and foreign PhD students and young researchers, coming likewise from industry or academia. In order to maximize participation, no registration fee is required. Coffee-breaks, lunches and the social dinner will be offered by sponsors, and foreign PhD students’ accommodation expenses will be covered by scholarships. Following a well-established tradition, an official discussant to foster debate and receive additional feedback will be assigned to each presentation. QFW 2018 ROME 24-26 JANUARY 2018 XIX WORKSHOP ON QUANTITATIVE FINANCE ROMA TRE UNIVERSITA DEGLI STUDI

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Page 1: QFW XIX WORKSHOP ON TRE ROMA - Uniroma3 – …disa.uniroma3.it/wp-content/uploads/2017/03/17-3-17.20.pdf · 2017-10-28 · qfw 2018 rome 24-26 january 2018 xix workshop on quantitative

EMILIO BARUCCI @ Politecnico di MilanoGIACOMO BORMETTI @ Università di BolognaFRANCESCO CESARONE @ Università Roma Tre ANDREA CONSIGLIO @ Università di PalermoMARCO FRITTELLI @ Università di MilanoSTEFANO HERZEL @ Università di Roma Tor VergataFRIEDRICH HUBALEK @ TU WienFABRIZIO LILLO @ Scuola Normale SuperioreELISA LUCIANO @ Università di TorinoMARIA ELVIRA MANCINO @ Università di FirenzeCLAUDIO MORANA @ Università di Milano-BicoccaMASSIMO MORINI @ Banca ImiCARLO MOTTURA @ Università Roma Tre ALDO NASSIGH @ UnicreditMUSTAFA PINAR @ Bilkent UniversityROBERTO RENÒ @ Università di VeronaEMANUELA ROSAZZA GIANIN @ Università di Milano-BicoccaMATHIEU ROSENBAUM @ Université Pierre et Marie CuriePETER TANKOV @ Université Paris-DiderotFABIO TARDELLA @ Sapienza Università di RomaJOSEF TEICHMANN @ ETH ZurichTIZIANO VARGIOLU @ Università di Padova

SCIENTIFIC COMMITTEE

ORGANIZING COMMITTEE

ANNA ATTIAS @ Sapienza Università di RomaALESSANDRA CARLEO @ Università Roma TreFRANCESCO CESARONE @ Università Roma Tre ROCCO CICIRETTI @ Università di Roma Tor VergataANDREA GHENO @ Università Roma TreLORENZO LAMPARIELLO @ Università Roma TreMARCO NICOLOSI @ Università di PerugiaDAVIDE PIRINO @ Università di Roma Tor VergataANDREA SCOZZARI @ Università Niccolò Cusano

Mathematical Finance

Quantitative Risk

ManagementPortfolio

Optimization

Financial Economics

Computational Finance

Econophysics

Financial EconometricsStatistics of

Financial Markets

Corporate Finance

AIMS, SCOPE & GENERAL INFO

DEADLINES& CONTACT

E X T E N D E D A B S T R A C T : deadline 26 November 2017HTTP://qfw2018.uniroma3.it/EMAIL: [email protected]: UNIVERSITA’ ROMA TREDipartimento di Studi AziendaliVia Silvio D’Amico, 77 - 00145 Rome

Rome University Roma Tre is pleased to host QFW2018, the XIX Workshop on Quantitative Finance . QFW2018 is an annual conference directed to academia and industry exposing both theoretical and practical aspects of Quantitative Finance.The aim of the Workshop is to promote the interaction of relevant ideas among researchers and practitioners by covering topics in Mathematical Finance, Quantitative Risk Management, Portfolio Optimization, Financial Economics, Computational Finance, Econophysics, Financial Econometrics, Statistics of Financial Markets, Corporate Finance, and related fields.The two and a half days event particularly encourages the participation of Italian and foreign PhD students and young researchers, coming likewise from industry or academia.In order to maximize participation, no registration fee is required. Coffee-breaks, lunches and the social dinner will be offered by sponsors, and foreign PhD students’ accommodation expenses will be covered by scholarships. Following a well-established tradition, an official discussant to foster debate and receive additional feedback will be assigned to each presentation.

QFW2018ROME 24-26 JANUARY 2018

XIX WORKSHOP ON QUANTITATIVE FINANCE

ROMA TRE

UNIVERSITA DEGLI STUDI