Spring Colloquium on Probability and Finance

University of Padova, Department of Mathematics "Tullio Levi-Civita"

28-29 April 2022

Scuola della Carità, via San Francesco 61

The third edition of the Spring Colloquium on Probability and Finance will bring together researchers in stochastic analysis and mathematical finance. The workshop will feature several invited plenary talks by leading international scholars as well as shorter talks by promising young researchers. Attendance is open but registration is required.

This edition of the Colloquium is dedicated to Professor Wolfgang J. Runggaldier, on the occasion of his 80th birthday. Most of the talks will be delivered by Wolfgang's long-time collaborators and friends. The Colloquium will give the opportunity of discovering recent advances on several topics on which Wolfgang made fundamental contributions during his intense career.

The Colloquium is part of the initiatives for the 800th anniversary of the foundation of the University of Padova.

INVITED PLENARY SPEAKERS (confirmed):

  • Claudia CECI (University of Chieti-Pescara, IT)

  • Christa CUCHIERO (University of Vienna, AT)

  • Paolo DAI PRA (University of Verona, IT)

  • Rüdiger FREY (Vienna University of Economics and Business, AT)

  • Zorana GRBAC (University of Paris, FR)

  • Monique JEANBLANC (University of Evry Val d'Essonne, FR)

  • Yuri KABANOV (University of Besançon, FR)

  • Andrea PASCUCCI (University of Bologna, IT)

  • Eckhard PLATEN (University of Technology Sydney, AU)

  • Thorsten SCHMIDT (University of Freiburg, DE)

  • Martin SCHWEIZER (ETH Zurich, CH)

 

JUNIOR SPEAKERS (confirmed):

  • Matteo BRACHETTA (Politecnico di Milano, IT)

  • Alessandro CALVIA (LUISS University, IT)

  • Alekos CECCHIN (University of Padova, IT)

  • Sara SVALUTO-FERRO (University of Verona, IT)

 

Organisers: Giorgia Callegaro and Claudio Fontana

Scientific committee: Giorgia Callegaro, Claudio Fontana, Martino Grasselli, Tiziano Vargiolu.

The Colloquium benefits of the financial support of the Department of Mathematics and of the University of Padova.