• Archivi categoria: Seminari-Dems

    DEMS seminar

    Seminario prof. Loriano Mancini, EPFL Lausanne


    Variance Swaps



    Variance swaps are basic contracts to trade volatility. Over the past few decades variance swap markets have experienced an impressive growth, reaching enormous trading volumes. We extend recent approaches to model the term structure of variance swaps, inspired by the term structure literature on interest rates. Then, we provide theoretical and empirical analyses of optimal investment problems in variance swaps, index option, stock index, and risk free bond.

    VS_1 VS_2

    Jean-Francois Laslier, 7 ottobre 2015 alle 12:00: “Analyzing the EuroVotePlus Experiment”

    Relatore: Jean-Francois (Paris School of Economics)

    Titolo: Analyzing the EuroVotePlus Experiment

    Data: 7 ottobre 2015 ore 12:00

    Luogo: edificio U7, secondo piano, aula seminari della sezione economica

    Abstract: This paper reports on an online experiment that took place in several European countries during the three weeks before the 2014 elections for the European Parliament. We created a website where visitors could obtain information about the electoral rules used in different European Member States for this election. Participants were then invited to cast (simulated) ballots for the election according to three voting rules: closed list proportional representation, open list proportional representation with preferential voting, and open list proportional representation with cumulative voting and panachage. Participants were also invited to think about, and experiment with, the idea of electing some members of the European Parliament through pan-European party lists. The data gathered from this study enable researchers to consider the effects of electoral systems on outcomes in individual countries, and also to investigate the potential popularity and effects of Europe-wide European Parliament constituencies.

    20/5/2015 ore 12, seminario del Prof. Jean-Charles Rochet: “A macro model for financial stability analysis”

    Nell’ambito dei seminari DEMS, il 20 maggio 2015, alle ore 12, in Aula del Consiglio (Edificio U7 – 4° piano, Via Bicocca degli Arcimboldi, 8 – 20126 Milano) il Prof. Jean-Charles Rochet (University of Zurich-Swiss Finance Institute & IDEI, Toulouse) presenterà “A macro model for financial stability analysis
  • Lingua/language:

    • Italiano
    • English
  • Calendari seminari