The Dept. of Comp. Science, College of Mathematics [ UniVr ], will host the following mini-course
*Title*: Affine and polynomial processes with applications in Finance
which will be given by prof. Christa Cuchiero
*Abstract*: The course will be focused on the analysis of affine and polynomial processes. Particular emphasis will be given to the study of their infinite dimensional versions, which take values in (signed) measures or functions spaces. This allows to consider applications ranging from rough volatility models over non-linear PDEs, to stochastic portfolio theory.
*Time table*:
Monday 25/03: 9.30 -11.30 (Room G)
Wednesday 27/03: 13.30-16.30 (Room M)
Thursday 28/03: 12.30 - 14.30 ( Room Tessari)
See also: http://www.di.univr.it/?ent=seminario&id=4703
Do not hesitate to contact me: luca.dipersio@univr.it for any further info.
Best, LuCa
__ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science - University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968