Deal all,
we are glad to announce a conference that will take place in Bologna, on April 14th 2023, in memory and honour of Peter Carr.
The program is here below, participation info enclosed.
Venue: University of Bologna, Piazza Scaravilli, 2, classroom 32, 3rd floor, online by invitation (see below)
9.30. Registration
10.00 – 10.45 Lorenzo Torricelli, University of Bologna, “Explicit Option Pricing with Additive Processes”
10.45 – 11.30 Pasquale Cirillo, ZHAW School of Management and Law, “The Wang Transform is a Matter of Inequality”
11.30 – 12.15 Federico Maglione, University of Florence, “Stretching Merton’s Distance to Default Model”
12.30-14.00 Lunch Time
14.15 – 15.00 Gianna Figà-Talamanca, University of Perugia, “Spiking the Volatility Punch”
15.00 – 15.45 Claudio Tebaldi (online), Bocconi University, TBA
15.45 – 16.30 Umberto Cherubini, University of Bologna, “Pickands Option Pricing”
16.30 – 17.00 Farewell: Peter Carr Chapter Italy.
Participation is free of charge, and will take place in a hybrid form, both in presence and online. For organization purposes we ask you to register sending an e-mail, specifying whether you will be attending in presence or online, to
marialuigia.loiudice@unibo.it
umberto.cherubini@unibo.it
federico.maglione@unifi.it
This is the link for online attendence:
https://teams.microsoft.com/l/meetup-join/19%3ameeting_Y2FmODIxNTMtOGVmYi00N...
Sincerely, Sabrina Mulinacci