On behalf of the Scientific Committee of the de Finetti
Risk Seminars, we are glad to invite you to participate at the following
Lecture
Mathias Beiglboeck
University of Vienna
Title: Adapted transport and mathematical finance
Abstract:
Adapted transport plans generalize adapted
processes in the same way as usual transport plans are a
relaxed form of Monge-mappings. Correspondingly, one obtains
an adapted / causal variant of the usual Wasserstein distance.
We will review these concepts and explain why they are
relevant for mathematical finance and in particular the problems
involving model-uncertainty.
LOCATION:
The seminar will be held on Wednesday, November
21, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University,
Via C. Saldini 50, Milano.
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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