Colloqui della Classe di Scienze

mercoledì 9 giugno 2010

ore 15.00

Scuola Normale Superiore

Pisa

(Sala degli Stemmi)

Hans Foellmer Humboldt

University of Berlin, Germany

Terrà un seminario dal titolo:

“Risk and model risk: on the role of Mathematics in Finance”

Abstract:

“Over the last few decades financial markets have become a major application area for advanced mathematical methods. The recent financial crisis has raised serious questions to which extent the use of such methods has been part of the problem. We discuss some of them, in particulars the quantification of financial risk, the issue of model risk, or “Knightian uncertainty”, and some releted mathematical advances"

Tutti gli interessati sono invitati a partecipare.

                                                                                              Classe di Scienze