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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