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    Gianluca Cassese

    All posts by Gianluca Cassese

    (Italiano) DEMS seminar

    Seminar 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.

    (Italiano) DEMS seminar

    Seminar: “Shaping educational careers of immigrant children: motivation, cognitive skills and teachers’ beliefs” (E. La Ferrara), Dec. 16th, U7, room 2104

    Speaker: Eliana La Ferrara (Università Bocconi)

    Title:  “Shaping educational careers of immigrant children: motivation, cognitive skills and  teachers’ beliefs”, (joint with M. Carlana and P. Pinotti)

    Date: Dec 16th 2015, h. 12.00

    Place: U7 building, room 2104

  • Lingua/language:

    • Italiano
    • English
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