On the behalf of the Scientific Committee we are glad to invite you to a one day Workshop which will be held in Milan on Wednesday the 21st of January 2015, at the Department of Mathematics, Sala di Rappresentanza, via C. Saldini 50.

Final program:

09:50-10:00 Welcome Remarks

10:00-10:45 Emanuela Rosazza Gianin, Università Milano Bicocca.

*Dual Representation of Minimal Supersolutions of Convex BSDEs*

*Coffee break*

11.15-12.00 Sergio Pulido, EPFL, Lausanne.

*Polynomial preserving diffusions on the unit ball*

12.00-12.45 Stefano De Marco, Ecole Polytechnique, Paris.

*On robust bounds for options on VIX given marginals*

*Lunch*

14:45-15:30 Beatrice Acciaio, LSE, London.

*Arbitrage of the first kind and filtration **enlargements*

15:30-16:15 Jacopo Mancin, LMU, Munich.

*Robust Quadratic Hedging via G-expectations*

*Coffee break*

16.45-17:30 Simone Cerreia-Vioglio, Bocconi University.

*Hilbert A-modules*

The workshop will end up with the usual *De Finetti Risk Seminar*

18:00-19:00 Bruno Bouchard, Universitè Paris-Dauphine.

*Hedging under market impact*

We kindly ask to send an email to marco.maggis@unimi.it if you are willing to partecipate.

Kind regards.

Marco Frittelli Marco Maggis Matteo Burzoni