Dear all, this email is to announce the PhD course entitled "*A smooth tour around rough models in finance (From data to stochastics to machine learning)*" which will be given by Prof Antoine Jacquier (Imperial College, London) at the Department of Mathematics of University of Padova in March/April 2020. The course details (aim, contents and prerequisites) are available here:
https://www.math.unipd.it/~dottmath/corsi2020/Jacquier.pdf
and here is the schedule (lectures will be given in room *2BC30* in Torre Archimede, Dept of Mathematics, Via Trieste 63, 35121 Padova)
1. Thursday 19 March: 14-16 2. Friday 20 March: 14-16 3. Monday 23 March: 14-16 4. Thursday 26 March: 14-16 5. Friday 27 March: 14-16 6. Thursday 2 April: 14-16 7. Friday 3 April : 14-16 8. Monday 6 April : 14-16.
Every lecture lasts 45 minutes, so in a slot of 2 hours please expect two lectures (for a total of 90 minutes) with a break. Everybody is welcome! See you in Padova, Giorgia Callegaro