It is a pleasure to announce the

Autumn School in Financial Mathematics 2019

October 7-8, 2019

University of Verona

Department of Economics

A two-day autumn school in financial mathematics will be held in Verona on October 7-8 2019

The school is open to both professionals, students and academics and provides two intense courses:

- A Pricing Framework for Valuation Adjustments

- Algorithmic Differentiation for Monte-Carlo Simulations and Applications in Mathematical Finance (MVA, Portfolio Risk, Hedging). Interest Rate Models and the Hedging of Interest Rate Derivatives

The lectures will be given by

- Christian Fries (LMU München and DZ Bank)

- Andrea Pallavicini (Banca IMI and Imperial College London)

For further information and registration, please visit

http://dse.univr.it/asfm/