The Meeting on Quant Finance (https://mqf24pisa.sciencesconf.org/) has been a conference aimed to bring together researchers and practitioners in Mathematical Finance (https://mqf-2024.ec.unipi.it/).
The conference dealt with the recent developments and issues on Term Structure, Equity, Volatility, Insurance and the related mathematical methods as Stochastic Equations, Control Theory, Point, Hawkes and Branching Processes.
The Topics of the Meeting covered (but were not limited to): Actuarial models, Dynamic portfolio allocation, Interest rate models, Machine Learning, Management in insurance, Market microstructure, Models for financial derivatives, Numerical methods in Finance and Insurance, Optimisation, Point, Hawkes and branching processes, Pricing, Risk management, Stochastic control, Volatility models.
The event was hosted by the Department of Economics and Management, University of Pisa, and took place at the Polo Piagge, Via Giacomo Matteotti, 11, 56124 Pisa, Italy.
During the conference the round table “Perspectives on Quant Finance” took place, jointly organised with Starting Finance Club Pisa, were old and new issues for banks, insurers, supervision and research have been discussed.
Committee
Program
Abstracts
Speakers
- Paulin Aubert, Université Paris Saclay and Exiom Partners, France;
- Michele Azzone, Politecnico di Milano, Italia;
- Cyril Benezet, ENSIIE, France;
- Guillaume Bernis, BPCE Vie, France;
- Riccardo Brignone, University of Freiburg, Germany;
- Nicole El Karoui, Université Paris VI, Sorbonne Université, France;
- Roza Galeeva, The Johns Hopkins University, United States of America;
- Bernard Gourion, BPCE, France;
- Yadh Hafsi, Université Paris Saclay and Horizon Partners, France;
- Alexis Houssard, Université de Paris Cité and BPCE, France;
- Antoine Lotz, FIME Lab, EDF and Université Paris Dauphine, France;
- Beatrice Ongarato, Università di Padova, Italia;
- Huyen Pham, Université Paris Cité, France;
- Monique Pontier, Université de Toulouse Paul Sabatier, France;
- Sergio Pulido, ENSIIE, France;
- Davide Radi, Università Cattolica, Italia;
- Jean Francois Renaud, Université du Quebec à Montreal, Canada;
- Alexandre Roch, Université du Quebec à Montreal, Canada;
- Simone Scotti, Università di Pisa, Italia;
- Carlo Sgarra, Università di Bari, Italia.
Scientific Committee
- Giorgia Callegaro, Università di Padova
- Laura Carosi, Università di Pisa
- Cristina Di Girolami, Università di Bologna
- Giovanna D’Inverno, Università di Pisa
- Jerome Lelong, Grenoble INP Ensimag – UGA
- Vathana Ly Vath, ENSIIE, Université Paris Saclay
- Emanuele Vannucci, Università di Pisa
- Paulin Aubert, Université d’Evry Val d’Essonne, France;
- Michele Azzone, Politecnico di Milano, Italy;
- Cyril Benezet, ENSIIE, France;
- Guillaume Bernis, BPCE Vie, France;
- Alessandro Bondi, Ecole Polytechnique, France;
- Riccardo Brignone, University of Freiburg, Germany;
- Giorgia Callegaro, Università di Padova, Italy;
- Riccardo Cambini, Università di Pisa, Italy;
- Laura Carosi, Università di Pisa, Italy;
- Etienne Chevalier, Université d’Evry Val d’Essonne, France;
- Fulvia Confortola, Politecnico di Milano, Italy;
- Paolo Di Domenicantonio, Università di Pisa, Italy;
- Cristina Di Girolami, Università di Bologna, Italy;
- Giovanna D’Inverno, Università di Pisa, Italy;
- Nicole El Karoui, Université Sorbonne (Paris VI), France;
- Rachele Foschi, Università di Pisa, Italy;
- Roza Galeeva, John Hopkins University, USA;
- Bernard Gourion, BPCE, France;
- Yadh Hafsi, Université d’Evry Val d’Essonne, France;
- Alexis Houssard, Université de Paris Cité and BPCE, France;
- Erik Iemane, Università di Pisa, Italy;
- Monique Jeanblanc, Université d’Evry Val d’Essonne, France;
- Celine Labart, LAMA – Université Savoie Mont Blanc, France;
- Puya Lafat, KU Leuven, Belgium;
- Jerome Lelong, Grenoble INP – UGA, France;
- Antoine Lotz, FIME Lab, EDF and Université Paris Dauphine, France;
- Vathana Ly Vath, ENSIIE, France;
- Beatrice Ongarato, Università di di Padova, Italy;
- Huyen Pham, Université de Paris Cité, France;
- Monique Pontier, Institut Mathématique de Toulouse, France;
- Dylan Possamaı, ETH Zurich , Switzerland;
- Sergio Pulido, ENSIIE, France;
- Davide Radi, Universitaà Cattolica “Sacro Cuore” di Milano, Italy;
- Jean-Francois Renaud, Université du Québec à Montréal, Canada;
- Alexandre Roch, Université du Québec à Montréal, Canada;
- Francesco Russo, ENSTA Paris, Institut Polytechnique de Paris, France;
- Simone Scotti, Università di Pisa, Italy;
- Carlo Sgarra, Politecnico di Milano, Italy;
- Xiaolu Tan, the Chinese University of Hong Kong, Hong Kong;
- Emanuele Vannucci, Università di Pisa, Italy;