XVI WORKSHOP on QUANTITATIVE FINANCE

*January 29-30,2015 *

*Venue:*

Department of Economics University of Parma Via J.F. Kennedy, 6 43125 Parma Italy

The Workshop is the sixteenth edition of a successful initiative whose aim is to set a common forum of ideas and discussions among researchers and practitioners interested in Finance. It provides an excellent platform to present and discuss recent advances in mathematical modelling and numerical methods for quantitative finance.

The Workshop welcomes contributions from Mathematical Finance, Quantitative Risk Management,Financial Economics, Computational Finance, Financial Econometrics, Statistics of Financial Markets, Corporate Finance.

As in the previous editions of the Workshop, we wish to particularly encourage an international participation of young researchers; both theoretical and applied contributions are welcome. There are no registration fees.

*Contacts: * Marzia De Donno (xviwqf@gmail.com mailto:xviwqf@gmail.com), Phone: +39-0521-03-2481, Fax +39-0521-03-2385

*Scientific Committee:*

Fabio Bellini (University of Milano Bicocca) - Andrea Consiglio (University of Palermo) - Gianluca Fusai (University of Piemonte Orientale) - Friedrich Hubalek (Vienna University of Technology) - Elisa Luciano (University of Torino) - Maria Elvira Mancino (University of Firenze) - Paola Modesti (University of Parma) - Massimo Morini (Banca IMI) - Mustafa Pinar (Bilkent University) - Simona Sanfelici (University of Parma) - Sergio Scarlatti (University of Roma Tor Vergata) - Carlo Sgarra (Polytechnic of Milano) - Peter Tankov (University Paris-Diderot) - Josef Teichmann (ETH Zurich) - Tiziano Vargiolu (University of Padova)

*Local Committee:* Marzia De Donno, Gino Favero, Paola Modesti, Annamaria Olivieri, Simona Sanfelici, Federica Trani

*Deadline for paper submission:*November 9^th , 2014.

*Deadline for registration:*January 6^th , 2015.

For more information, visit the Workshop website: www.qfinancexvi.altervista.org http://www.qfinancexvi.altervista.org

We are looking forward to meeting you in Parma!

On behalf of the Local Committee, Simona Sanfelici