On behalf of
the Scientific Committee of the de Finetti
Risk Seminars, we are glad to
invite you to participate at
the following Lecture
TITLE: Partial Differential Equations
(PDEs) in Infinite Dimension: Economic and Financial models
Fausto Gozzi
LUISS, Italy
ABSTRACT:
"PDEs in
Infinite Dimension" seems, already from the name, a very abstract and difficult
subject.
We aim to show how it can be very useful in treating, in particular,
economic and financial models.
We start by presenting some motivating
problems in Economic and Finance (e.g. Growth and Pricing/Hedging)
which can
be naturally attacked using, as main mathematical tools, infinite dimensional
PDEs.
We then point out the state of the art on these kind of problems and
present some recent results on them.
Finally we will discuss the
applicability of such results to the motivating problems and give some ideas on
possible future developments.
LOCATION:
The seminar will be held on
Tuesday, January 24, at 18.00,
Aula di rappresentanza, Dept. of Mathematics,
Milano
University, Via C. Saldini 50, Milano. A refreshment will
be
offered at 19.00.
Scientific Committee
Prof. Simone Cerreia-Voglio (Univ.
Bocconi)
Prof. Marco Frittelli (Univ. degli Studi di Milano)
Prof. Fabio
Maccheroni (Univ. Bocconi)
Prof. Massimo Marinacci (Univ. Bocconi)
Prof.
Emanuela Rosazza Gianin (Univ. Milano-Bicocca)
Dott. Marco Maggis (Univ.
degli Studi di
Milano)
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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@unimib.it
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