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


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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