schedule 2017 | qfinatwork

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SCHEDULE.

Morning

9:15-9:30

Welcome.

10:10-10:50

Cassa Depositi e Prestiti

Modeling Behavioral Risk.

9:30-10:10

Advanced Risk and Portfolio Management

FinTech Education: "Leveraging technology to learn finance, engineering, and data science: theory and practice".

10:50-11:05

Coffee Break

11:05-11:45

Prometeia

Machine Learning at Work

11:45-12:25

Marcello Terraneo

UniCredit Group

Negative Rates in Front and Risk Systems.

12:25-13:05

Arca SGR

New Themes in Finance, Insurance and Energy Allocation in Good and Bad Times.

13:05-14:30

Lunch

Afternoon

14:30-15:10

Imperial College London

Nonlinear valuation under margins, funding costs, gap default closeout, multiple curves & capital.

15:10-15:50

Banca IMI

How Regulations and Fintech are changing Pricing and Risk Management.

15:50-16:30

Marcello Minenna

Consob

A Quantitative Framework to Assess the Risk-Reward Profile of Non-Equity Products.

16:30-17:00

Wrap-Up: final comments by all the participants.

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