• Archivi categoria: Seminari-Dems

    Fourth meeting of the Permanent Itinerant Game Theory Seminars (PIGS): “Bayesian Persuasion” by Andrea Celli, December 12th at 11.00 am

    Fourth meeting of the Permanent Itinerant Game Theory Seminars (PIGS)

    Andrea Celli (PhD student in Computer Science at the Department of Electronics, Information and Bioengineering Polytechnic University of Milan) will deliver a seminar on

    “Bayesian Persuasion”

    Tuesday, December 12th at 11.00 am

    Seminar Room of the Department of Economics, Management and Statistics, University of Milan-Bicocca, Piazza Ateneo Nuovo 1, Milan

    Building U7, second floor, room 2104

    DEMS seminar

    “Matching​ ​with​ ​Partners​ ​and​ ​Projects”, by Antonio​ ​Nicolò​ ​(​Università degli Studi di Padova), 20/12/2017, h. 12

    Within the 2017/18 Economcs Seminar Series, ​​Antonio​ ​Nicolò​ ​(​Dipartimento di Scienze Economiche e Manageriali-Università degli Studi di Padova) will present a paper titled ​”Matching​ ​with​ ​Partners​ ​and​ ​Projects”

    The seminar will be held on Wednesday, December 20th at 12.00 am in the Seminar Room of the Department of Economics, Management and Statistics, Building U7, second floor, room 2104.
    DEMS seminar

    Seminario prof. Loriano Mancini, EPFL Lausanne

    Title: 

    Variance Swaps

     

    Abstract:

    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

  • Lingua/language:

    • Italiano
    • English
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