lavoro a Intesa Sanpaolo, per favore correggete
Il giorno ven 14 set 2018 alle ore 10:29 Sara sara.biagini@gmail.com ha scritto:
Dear all,
on October 18 at 12 in Room 207, Marco Bianchetti, Unicredit, Head of Fair valuation and Financial risk models
will give the following seminar:
Title: "Bitcoin, Brexit and other Bubble Stories - Evidence from Quantitative Models"
Abstract "We develop a bubble detection methodology based on a combination of quantitative models, calibration approaches, global stochastic optimization algorithms, and sentiment analysis. We apply such methodology to a variety of financial data related to cryptocurrency, Brexit and tech bubbles, confirming ex-ante a number of bubble events actually observed ex-post."
-- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/
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