Quantitative Finance @ Bocconi first edition: Difference between revisions
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=== Session 1. Mathematical Finance and Probability Theory === | === Session 1. Mathematical Finance and Probability Theory === | ||
9.25 - 9.30 Welcome remarks by F. Ortu (Department of Finance | 9.25 - 9.30 Welcome remarks by F. Ortu (Department of Finance) | ||
Session Chair: Fulvio Ortu (Bocconi) | Session Chair: Fulvio Ortu (Bocconi) | ||
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9.30 - 10.00 Wolfgang Runggaldier (Università di Padova) Title TBA | 9.30 - 10.00 Wolfgang Runggaldier (Università di Padova) Title TBA | ||
10.00 -10.30 | 10.00 -10.30 Emanuela Rosazza Gianin (Università degli Studi Milano Bicocca) Title TBA | ||
10.30 - 11.00 Marco Frittelli (Università | 10.30 - 11.00 Marco Frittelli (Università Statale di Milano) Title TBA | ||
=== 11.00-11.30 Coffee Break === | === 11.00-11.30 Coffee Break === | ||
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12.00 - 12.30 Jim Gatheral (Baruch College CUNY) Title TBA | 12.00 - 12.30 Jim Gatheral (Baruch College CUNY) Title TBA | ||
12.30 - 13.00 | 12.30 - 13.00 Andrea Pallavicini (IntesaSanPaolo) (TBC) Title TBA | ||
=== 13.00-14.30 Lunch === | === 13.00-14.30 Lunch === | ||
=== Session 3. | === Session 3. Quantitative Methods @ Work === | ||
Session Chair: | Session Chair: Paola Mosconi (Intesa) (TBC) | ||
14.30 - | 14.30 - 14.50 Massimo Morini (ADIA Lab) Title TBA | ||
14.50 - 15.10 Michele Bonollo (Iason) Title TBA | |||
15. | 15.10-15.30 Stefano Pasquali (Domyn) Title TBA | ||
=== | === 15.30-16.00 Coffee Break === | ||
=== Session 4. Risk and | === Session 4. Risk, Rates, and Machine Learning === | ||
Session Chair: | Session Chair: Anna Battauz (Bocconi) | ||
16. | 16.00 - 16.30 Huyen Pham (École polytechnique, Paris) Title TBA | ||
16. | 16.30 - 17.00 Claudio Fontana (Università di Padova) Title TBA | ||
17. | 17.00 - 17.30 Stefano Herzel (Università di Roma Tor Vergata) Title TBA | ||
17.45 | === Aperitivo and Celebration === | ||
17.45 Brief remarks by Stefano Rossi, Head of the Department of Finance (TBC) and speech by [[wikipedia:Fabio_Mercurio|F. Mercurio]] | |||
20.00 Dinner (by invitation only) | 20.00 Dinner (by invitation only) | ||
Latest revision as of 08:47, 14 October 2026
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 MAFINRISK long-term program while releated research activities that take place in the Departments of Decision Sciences and Finance. These activities are now enriched by the opening of the new PhD program in mathematics and applications, and the interaction with the Department of Computing Sciences as witnessed by the jointly organized activities, like the Interdisciplinary workshop on machine learning and financial decision making and the conference on AI and Finance.
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, Fabio Mercurio, whose research has shaped how quants and the financial industry think about rates and volatility.
Program
Session 1. Mathematical Finance and Probability Theory
9.25 - 9.30 Welcome remarks by F. Ortu (Department of Finance)
Session Chair: Fulvio Ortu (Bocconi)
9.30 - 10.00 Wolfgang Runggaldier (Università di Padova) Title TBA
10.00 -10.30 Emanuela Rosazza Gianin (Università degli Studi Milano Bicocca) Title TBA
10.30 - 11.00 Marco Frittelli (Università Statale di Milano) Title TBA
11.00-11.30 Coffee Break
Session 2. From the theory to the practice of financial markets
Session Chair: Claudio Tebaldi (Bocconi)
11.30 - 12.00 Bruno Dupire (Bloomberg L.P.) Title TBA
12.00 - 12.30 Jim Gatheral (Baruch College CUNY) Title TBA
12.30 - 13.00 Andrea Pallavicini (IntesaSanPaolo) (TBC) Title TBA
13.00-14.30 Lunch
Session 3. Quantitative Methods @ Work
Session Chair: Paola Mosconi (Intesa) (TBC)
14.30 - 14.50 Massimo Morini (ADIA Lab) Title TBA
14.50 - 15.10 Michele Bonollo (Iason) Title TBA
15.10-15.30 Stefano Pasquali (Domyn) Title TBA
15.30-16.00 Coffee Break
Session 4. Risk, Rates, and Machine Learning
Session Chair: Anna Battauz (Bocconi)
16.00 - 16.30 Huyen Pham (École polytechnique, Paris) Title TBA
16.30 - 17.00 Claudio Fontana (Università di Padova) Title TBA
17.00 - 17.30 Stefano Herzel (Università di Roma Tor Vergata) Title TBA
Aperitivo and Celebration
17.45 Brief remarks by Stefano Rossi, Head of the Department of Finance (TBC) and speech by F. Mercurio
20.00 Dinner (by invitation only)
