Quantitative Finance @ Bocconi first edition - Revision history

Tebaldi: /* Program */

2026-09-29T09:54:29Z

Program

← Older revision		Revision as of 09:54, 29 September 2026
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	=== Session 1. Mathematical Finance and Probability Theory ===		=== Session 1. Mathematical Finance and Probability Theory ===
	Session Chair: G. Savarè (Bocconi)		Session Chair: F. Ortu\G. Savarè (Bocconi)

	9.30 - 10.00 Wolfgang Runggaldier (Università di Padova) Title TBA		9.30 - 10.00 Wolfgang Runggaldier (Università di Padova) Title TBA
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	=== Session 3. Risks, Arbitrage, and Machine Learning ===		=== Session 3. Risks, Arbitrage, and Machine Learning ===
	Session Chair: ~~Emanuele Borgonovo~~ (~~TBC~~)		Session Chair: F. Ortu\G. Savarè (Bocconi)

	14.30 - 15.00 Nizar Touzi (TBC) (NYU Tandon School) Title TBA		14.30 - 15.00 Nizar Touzi (TBC) (NYU Tandon School) Title TBA
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	15.00 - 15.30 Manuela Rosazza Gianin (Università di Milano Bicocca) Title TBA		15.00 - 15.30 Manuela Rosazza Gianin (Università di Milano Bicocca) Title TBA

	15.30 - 16.00 ??		15.30 - 16.00 Claudio Fontana (Università di Padova) Title TBA

	=== 16.00-16.30 Coffee Break ===		=== 16.00-16.30 Coffee Break ===
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	Session Chair: Anna Battauz (TBC)		Session Chair: Anna Battauz (TBC)

	16.30 - 16.50 ~~Claudio Fontana~~ (~~Università di Padova~~) ~~Title TBA~~		16.30 - 16.50 Andrea Pallavicini (TBC)

	16.50 - 17.10 Intesa SP (Pallavicini?) Title TBA		16.50 - 17.10 Intesa SP (Pallavicini?) Title TBA

Tebaldi at 19:22, 27 September 2026

2026-09-27T19:22:34Z

← Older revision		Revision as of 19:22, 27 September 2026
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	Quantitative Finance ~~blends~~ together theoretical models and numerical ~~approaches that lie~~ at the intersection of probability theory, mathematical finance and applied ~~sciences, like statistical physics and information~~ sciences. These ~~are~~ also at the ~~core~~ of the ~~new~~ wave of ~~recent~~ technological ~~innovations like~~ decentralized finance on public blockchains and artificial intelligence.		Quantitative Finance brings together theoretical models and numerical methods at the intersection of probability theory, mathematical finance, and applied sciences. These disciplines also lie at the heart of the recent wave of technological innovation, including decentralized finance on public blockchains and artificial intelligence.

	Bocconi University has a long-term tradition in teaching quantitative finance with the [https://www.unibocconi.it/en/programs/specialized-masters-programs/mafinrisk-master-quantitative-finance-and-risk-management MAFINRISK] long-term program while releated research activities that take place in the Departments of [https://dec.unibocconi.eu/ Decision Sciences] and [https://finance.unibocconi.eu/ Finance]. These activities are now enriched by the opening of the new [https://www.unibocconi.it/en/programs/phd/phd-mathematics-and-applications PhD program in mathematics and applications], and the interaction with the Department of [https://cs.unibocconi.eu/ Computing Sciences] as witnessed by the jointly organized activities, like the [https://baffi.unibocconi.eu/workshop-interdisciplinary-perspectives-machine-learning-and-financial-decision-making-quantitative Interdisciplinary workshop on machine learning and financial decision making] and the conference on [https://icaif2026.org/ AI and Finance].		Bocconi University has a long-term tradition in teaching quantitative finance with the [https://www.unibocconi.it/en/programs/specialized-masters-programs/mafinrisk-master-quantitative-finance-and-risk-management MAFINRISK] long-term program while releated research activities that take place in the Departments of [https://dec.unibocconi.eu/ Decision Sciences] and [https://finance.unibocconi.eu/ Finance]. These activities are now enriched by the opening of the new [https://www.unibocconi.it/en/programs/phd/phd-mathematics-and-applications PhD program in mathematics and applications], and the interaction with the Department of [https://cs.unibocconi.eu/ Computing Sciences] as witnessed by the jointly organized activities, like the [https://baffi.unibocconi.eu/workshop-interdisciplinary-perspectives-machine-learning-and-financial-decision-making-quantitative Interdisciplinary workshop on machine learning and financial decision making] and the conference on [https://icaif2026.org/ AI and Finance].

Tebaldi: /* Program */

2026-09-27T18:58:02Z

Program

← Older revision		Revision as of 18:58, 27 September 2026
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	16.50 - 17.10 Intesa SP (Pallavicini?) Title TBA		16.50 - 17.10 Intesa SP (Pallavicini?) Title TBA

	17.10 - 17.30 Iason LT (Bonollo?)		17.10 - 17.30 Iason LT (Bonollo?)

			Dinner (by invitation only)

Tebaldi: /* Session 3. Risks, Arbitrage and Machine Learning */

2026-09-27T18:12:32Z

Session 3. Risks, Arbitrage and Machine Learning

← Older revision		Revision as of 18:12, 27 September 2026
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	=== 13.00-14.30 Lunch ===		=== 13.00-14.30 Lunch ===

	=== Session 3. Risks, Arbitrage and Machine Learning ===		=== Session 3. Risks, Arbitrage, and Machine Learning ===
	Session Chair: Emanuele Borgonovo (TBC)		Session Chair: Emanuele Borgonovo (TBC)

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	=== 16.00-16.30 Coffee Break ===		=== 16.00-16.30 Coffee Break ===

	=== Session 4. Rates ~~and Industry~~ ===		=== Session 4. Risk and Rates ===
	Session Chair: Anna Battauz (TBC)		Session Chair: Anna Battauz (TBC)

Tebaldi at 18:11, 27 September 2026

2026-09-27T18:11:45Z

@@ Line 1: / Line 1: @@
-Quantitative Finance blends together theoretical models and numerical approaches that lie at the intersection of probability theory, mathematical finance and applied sciences like statistical physics and information sciences. These are also at the core of the new wave of recent technological innovations like decentralized finance on public blockchains and artificial intelligence.
+Quantitative Finance blends together theoretical models and numerical approaches that lie at the intersection of probability theory, mathematical finance and applied sciences, like statistical physics and information sciences. These are also at the core of the new wave of recent technological innovations like decentralized finance on public blockchains and artificial intelligence.
-Bocconi University has a long-term tradition in teaching quantitative finance with the [https://www.unibocconi.it/en/programs/specialized-masters-programs/mafinrisk-master-quantitative-finance-and-risk-management MAFINRISK] long-term program while releated research activities that take place in the Departments of [https://dec.unibocconi.eu/ Decision Sciences] and [https://finance.unibocconi.eu/ Finance]. These activities are now enriched by the interaction with the Department of [https://cs.unibocconi.eu/ Computing Sciences] as witnessed by the jointly organized activities, like the [https://baffi.unibocconi.eu/workshop-interdisciplinary-perspectives-machine-learning-and-financial-decision-making-quantitative Interdisciplinary workshop on machine learning and financial decision making] and the conference on [https://icaif2026.org/ AI and Finance].
+Bocconi University has a long-term tradition in teaching quantitative finance with the [https://www.unibocconi.it/en/programs/specialized-masters-programs/mafinrisk-master-quantitative-finance-and-risk-management MAFINRISK] long-term program while releated research activities that take place in the Departments of [https://dec.unibocconi.eu/ Decision Sciences] and [https://finance.unibocconi.eu/ Finance]. These activities are now enriched by the opening of the new [https://www.unibocconi.it/en/programs/phd/phd-mathematics-and-applications PhD program in mathematics and applications], and the interaction with the Department of [https://cs.unibocconi.eu/ Computing Sciences] as witnessed by the jointly organized activities, like the [https://baffi.unibocconi.eu/workshop-interdisciplinary-perspectives-machine-learning-and-financial-decision-making-quantitative Interdisciplinary workshop on machine learning and financial decision making] and the conference on [https://icaif2026.org/ AI and Finance].
-The first edition of the conference 'Quantitative Finance @ Bocconi' will reunite a leading group of world leading experts, see the program below, to the opening of the new [https://www.unibocconi.it/en/programs/phd/phd-mathematics-and-applications PhD program in mathematics and applications], explore new theoretical and applied solutions, and celebrate the career of an early member of the MAFINRISK faculty Fabio Mercurio that has contributed to the profession.
+In the first edition of the conference 'Quantitative Finance @ Bocconi' we reunite a leading group of world leading experts to explore new theoretical and applied solutions,  and celebrate the career of an early member of the MAFINRISK faculty and the recipient of the 2020 Risk quant-of-the-year award, [[wikipedia:Fabio_Mercurio|Fabio Mercurio]], whose research has shaped how quants and the financial industry think about rates and volatility.

Tebaldi at 16:34, 27 September 2026

2026-09-27T16:34:44Z

← Older revision		Revision as of 16:34, 27 September 2026
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	Quantitative Finance blends together theoretical models and numerical approaches that lie at the intersection of probability theory, mathematical finance and applied sciences like statistical physics and information sciences. These are also at the core of the new wave of recent technological innovations like decentralized finance on public blockchains and artificial intelligence.		Quantitative Finance blends together theoretical models and numerical approaches that lie at the intersection of probability theory, mathematical finance and applied sciences like statistical physics and information sciences. These are also at the core of the new wave of recent technological innovations like decentralized finance on public blockchains and artificial intelligence.

	Bocconi University has a long-term tradition in teaching quantitative finance with the [https://www.unibocconi.it/en/programs/specialized-masters-programs/mafinrisk-master-quantitative-finance-and-risk-management MAFINRISK] long-term program while releated research activities that take place in the Departments of [https://dec.unibocconi.eu/ Decision Sciences] and [https://finance.unibocconi.eu/ Finance]. These activities are now enriched by the interaction with the Department of [https://cs.unibocconi.eu/ Computing Sciences] as witnessed by the jointly ~~organization of~~ the ~~conferences~~ on [https://icaif2026.org/ AI and Finance]		Bocconi University has a long-term tradition in teaching quantitative finance with the [https://www.unibocconi.it/en/programs/specialized-masters-programs/mafinrisk-master-quantitative-finance-and-risk-management MAFINRISK] long-term program while releated research activities that take place in the Departments of [https://dec.unibocconi.eu/ Decision Sciences] and [https://finance.unibocconi.eu/ Finance]. These activities are now enriched by the interaction with the Department of [https://cs.unibocconi.eu/ Computing Sciences] as witnessed by the jointly organized activities, like the [https://baffi.unibocconi.eu/workshop-interdisciplinary-perspectives-machine-learning-and-financial-decision-making-quantitative Interdisciplinary workshop on machine learning and financial decision making] and the conference on [https://icaif2026.org/ AI and Finance].

	~~To celebrate~~ the opening of the new [https://www.unibocconi.it/en/programs/phd/phd-mathematics-and-applications PhD program in mathematics and applications], ~~and~~ explore new theoretical and applied solutions, ~~we organize~~ the ~~Bocconi~~		The first edition of the conference 'Quantitative Finance @ Bocconi' will reunite a leading group of world leading experts, see the program below, to the opening of the new [https://www.unibocconi.it/en/programs/phd/phd-mathematics-and-applications PhD program in mathematics and applications], explore new theoretical and applied solutions, and celebrate the career of an early member of the MAFINRISK faculty Fabio Mercurio that has contributed to the profession.

Tebaldi: Created page with "Quantitative Finance blends together theoretical models and numerical approaches that lie at the intersection of probability theory, mathematical finance and applied sciences like statistical physics and information sciences. These are also at the core of the new wave of recent technological innovations like decentralized finance on public blockchains and artificial intelligence. Bocconi University has a long-term tradition in teaching quantitative finance with the [htt..."

2026-09-27T16:13:51Z

Created page with "Quantitative Finance blends together theoretical models and numerical approaches that lie at the intersection of probability theory, mathematical finance and applied sciences like statistical physics and information sciences. These are also at the core of the new wave of recent technological innovations like decentralized finance on public blockchains and artificial intelligence. Bocconi University has a long-term tradition in teaching quantitative finance with the [htt..."

New page

Quantitative Finance blends together theoretical models and numerical approaches that lie at the intersection of probability theory, mathematical finance and applied sciences like statistical physics and information sciences. These are also at the core of the new wave of recent technological innovations like decentralized finance on public blockchains and artificial intelligence.

Bocconi University has a long-term tradition in teaching quantitative finance with the [https://www.unibocconi.it/en/programs/specialized-masters-programs/mafinrisk-master-quantitative-finance-and-risk-management MAFINRISK] long-term program while releated research activities that take place in the Departments of [https://dec.unibocconi.eu/ Decision Sciences] and [https://finance.unibocconi.eu/ Finance]. These activities are now enriched by the interaction with the Department of [https://cs.unibocconi.eu/ Computing Sciences] as witnessed by the jointly organization of the conferences on [https://icaif2026.org/ AI and Finance]

To celebrate the opening of the new [https://www.unibocconi.it/en/programs/phd/phd-mathematics-and-applications PhD program in mathematics and applications], and explore new theoretical and applied solutions, we organize the Bocconi