CRM: Centro De Giorgi
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SESSIONS: Mathematical Finance. Risk. Portfolio Selection. Interest Rates and Foreign Exchange. Optimization. Liquidity, Volatility and Trading. Finance. Volatility. Pricing. Energy.

28 January 2016 - 29 January 2016


The Quantitative Finance group of the Scuola Normale Superiore is pleased to host the "XVII Workshop on Quantitative Finance". As for the previous editions, it is an annual meeting place for academia and financial industry on theoretical topics of quantitative finance and their applications to the current issues facing the industry. The Workshop welcomes contributions from Mathematical Finance, Quantitative Risk Management, Financial Economics, Computational Finance, Financial Econometrics, Statistics of Financial Markets, Corporate Finance. As in the previous edition of the workshop, we wish to particularly encourage an international participation of young researchers and both theoretical and applied contributions.

See Planned activities for more detailed information.

Please view also the "Abstract list" in the Documents section.

In order to allow the widest possible participation, in particular of young scholars, there is no registration fee. Coffee-breaks, lunches and the gala banquet will be offered by the organisers, but no scholarships are available for travel and accommodation expenses. The Scuola Normale has agreements with a number of hotels from which you can obtain special fares. Please visit the accommodation page for more information.

Paper submission opens on June, 22, 2015 and closes on November, 8, 2015.

Registration opens on June, 22, 2015 and closes on January, 5, 2016. To register please link to:
(Webmaster: Damian Eduardo Taranto. Workshop logo: Daniele Regoli, Chiara Sabelli.)

Fabio Bellini (Università degli Studi di Milano Bicocca), Giacomo Bormetti (Scuola Normale Superiore, Pisa), Andrea Consiglio (Università degli Studi di Palermo), Friederich Hubalek (Technische Universität Wien), Fabrizio Lillo (Scuola Normale Superiore, Pisa), Elisa Luciano (Università degli Studi di Torino), Maria Elvira Mancino (Università degli Studi di Firenze), Stefano Marmi (Scuola Normale Superiore, Pisa), Massimo Morini (Banca IMI), Aldo Nassigh (Unicredit Group), Loriana Pelizzon (Università Ca’ Foscari Venezia), Mustafa Pinar (Bilkent University, Ankara), Mathieu Rosenbaum (École Polytechnique, Paris), Sergio Scarlatti (Università degli Studi di Roma “Tor Vergata”), Carlo Sgarra (Politecnico di Milano), Peter Tankov (Université Denis Diderot, Paris), Josef Teichmann (ETH Zurich), and Tiziano Vargiolu (Università degli Studi di Padova).

Giacomo Bormetti, Fabrizio Lillo, Maria Elvira Mancino, Stefano Marmi, Davide Pirino, Daniele Regoli, Chiara Sabelli.

To contact the Local Committee, please send an email to:

The conference will take place at “Sala Azzurra” and “Sala Degli Stemmi”, Scuola Normale Superiore, Piazza dei Cavalieri, 7 56126 Pisa.

XVII Workshop on Quantitative Finance

Associazione per la matematica applicata alle scienze economiche e sociali, Centro De Giorgi, INdAM-GNAMPA, LIST, Scuola Normale Superiore, UniCredit Group.