July 2018 - Random - Mailing list — Dipartimento di Matematica, UniPI

Extended Deadline: DEF Call for Papers – Special Issue on “Quantitative developments in financial volatility - theory and practice"
by Maria Elvira Mancino 05 Jul '18

05 Jul '18

Dear colleagues and friends, We are delighted to inform that the journal of Decisions in Economics and Finance, the official publication vehicle of the Italian Association for Mathematics Applied to Social and Economic Sciences (AMASES), is now calling for papers for its special issue on "QUANTITATIVE DEVELOPMENTS IN FINANCIAL VOLATILITY - THEORY AND PRACTICE" _NEW DEADLINE 31TH AUGUST, 2018_ For more details, please visit the journal's webpage at https://www.springer.com/economics/economic+theory/journal/10203?detailsPag… Accepted papers will be published online individually prior to the final print publication. Please address all your inquiries concerning the submission to the special issue directly to us. We apologize if you receive the same email multiple times. Please kindly help us forward the call to your colleagues. We look forward to receiving your submissions. With best regards, Special issue co-editors Elisa Alos, Maria Elvira Mancino, and Tai-Ho Wang Decisions in Economics and Finance

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Seminario di P. Pigato a Milano-Bicocca (13 luglio 2018)
by Francesco Caravenna 04 Jul '18

04 Jul '18

Venerdì 13 luglio alle ore 14:30 Paolo Pigato (WIAS Berlin) terrà un seminario dal titolo "Asymptotic analysis of rough volatility models" Aula 3014, Dipartimento di Matematica e Applicazioni (edificio U5, terzo piano, via Cozzi 55, Milano) Università di Milano-Bicocca Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%% Abstract: We will review some general facts on implied volatility and how they motivate the usage of rough (fractional) stochastic volatility models in finance, in particular from the point of view of pricing. We will discuss some recent results and ongoing projects on the short-time asymptotic behaviour of option prices and implied volatility under such models. %%%%%%%%%%%%%%%%%%%%%%%%%% -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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mini-corso di Functional Statistics - Prof. Aldo Goia
by Emanuela Rosazza 03 Jul '18

03 Jul '18

Nell’ambito del Dottorato in Statistica e Finanza Matematica, il Prof. Aldo Goia (Università del Piemonte Orientale) terrà un mini-corso di dottorato su Functional Statistics Il calendario delle lezioni è il seguente: Martedì 10 luglio – ore 14-17 Giovedì 12 luglio – ore 14-17 Location: Aula Seminari 2062 del DISMEQ – Università di Milano-Bicocca – U7 – secondo piano La partecipazione è libera ma per motivi logistici è consigliata la registrazione inviando una mail a nicoletta.alghisi(a)unimib.it. Cordiali saluti, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Call for Assistant Professor in Florence, deadline 5 of July
by Cecilia Mancini 03 Jul '18

03 Jul '18

Dear all, I ask you to forward this news to potentially interested candidates, thank you, best regards, Cecilia My Department in Florence, the Department of Management and Economics, is issuing a contract for Assistant Professor named RTD-B RTD-B is a Senior (Tenure-Track) Assistant Professor for three years. Subject to evaluation, the position will be converted in a tenured Associate Professorship. Applicants for this position must have at least three years of experience after PhD completion, and an already established research record. The initial gross salary is around 38k Euros per year Deadline: 5/7/2018 at 1 pm, the application has to be submitted on line The call is at https://www.unifi.it/p11366.html Unfortunately my university at moment only issues calls in Italian. If somene interested has problems to understand the call can write me I apologize for possible multiple postings

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