it's a pleasure to announce the next Probability and Finance seminar at the Department of Mathematics of the University of Padova, which will be held both *in presence* and online with the following details:
- Date: 25 February 2022
- Speaker: Dr. Sara Svaluto-Ferro (Univ. of Verona)
- Venue: Dept of Mathematics, Univ. of Padova, room 2BC30
- Zoom link: available at https://www.math.unipd.it/~bianchi/seminari/
- Title: "Signature processes in mathematical finance, an introduction"
- Abstract: we will provide an introduction to the signature of a continuous semimartingale. This in particular includes its definition, its main properties, and an overview of (some) of its uses in financial mathematics.
Thanks and hope to see you soon,
Giorgia