Dear Colleagues,

"Risk Management - From Theory to Practice"

that will take place on Tuesday, May 2nd, at Cassa Centrale Banca, Via Giovanni Segantini, 23, 38122 Trento TN

Program:

10:00 Giorgia Callegaro (Padova). Option Pricing: from Monte Carlo to Quantization
11:15 Emanuela Rosazza Gianin (Milano Bicocca): Risk measures beyond coherence
12:30 Lunch break
14:00 Fabio Bellini (Milano Bicocca): On the axiomatizations of Value at Risk, Expected Shortfall and expectiles
15:15 Elisa Mastrogiacomo (Insubria): Dynamic risk measures: dual representation, time-consistency and connections with Backward Stochastic Differential Equations}

Organized by:

Carlo Acerbi (Larix Risk Consulting)

Stefano Bonaccorsi (Università di Trento)

Sponsorship:

Cassa Centrale Banca

Participation is free of charge, but registration is mandatory.  The registration deadline is April 28th 2023 (Friday) at 12:00. Please register via email at primer.maths@unitn.it

Live streaming available on request, please contact the organizers at \texttt{primer.maths@unitn.it}