In the occasion of the visit of Prof. Frank Riedel to Padova in the week November 12 - 15, we are organizing a workshop in Economics and Financial Mathematics.
Venue
University of Padova, Department of Mathematics
via Trieste, 63, Padova
Sala Riunioni 7th floor (take stairs/lift B)
Program
- 14.30 - 15.30 Prof. Frank Riedel, University of Bielefeld
Viability and arbitrage under Knightian uncertainty - 15.30 - 16.10 Prof. Salvatore Federico, University of Siena
Growth and agglomeration in the heterogeneous space: a generalized AK approach - 16.10 - 16.40 Coffee break
- 16.40 - 17.20 Prof. Andrea Pallavicini, Banca IMI and Imperial College
Smile modelling in commodity markets - 17.20 - 18.00 Athena Picarelli, University of Verona
Optimal control under controlled loss constraints via reachability approach and compactification