<div dir="ltr"><p class="" style="text-align:center"><span style="font-size:18pt;font-family:'Times New Roman',serif">NO
FREE LUNCH SEMINAR</span><span style="font-size:18pt;font-family:'Times New Roman',serif"></span></p>
<p class="" style="text-align:center"><span style="font-size:16pt;font-family:'Times New Roman',serif">seminari di finanza quantitativa</span></p>
<p class=""><span style="font-size:10pt;font-family:'Times New Roman',serif"> </span></p>
<h2 style="text-align:center"><span style="font-family:'Times New Roman',serif">Martedì
26 gennaio 2016</span><span style="font-family:'Times New Roman',serif"></span></h2>
<p class="MsoNormal" style="margin-left:9pt;text-align:center;line-height:18pt"><span style="font-size:16pt;font-family:'Times New Roman',serif">ore 13.00</span></p>
<p class="MsoNormal" align="center" style="margin-left:9pt;text-align:center;line-height:18pt"><u><span style="font-size:16pt;font-family:'Times New Roman',serif">Scuola Normale Superiore</span></u></p>
<p class="MsoNormal" align="center" style="margin-left:9pt;text-align:center;line-height:18pt"><span style="font-size:16pt;font-family:'Times New Roman',serif">Pisa</span></p>
<p class="MsoNormal" align="center" style="margin-left:9pt;text-align:center;line-height:18pt"><span style="font-size:16pt;font-family:'Times New Roman',serif">Aula Bianchi
(Scienze)</span></p>
<p class="MsoNormal"><b><u><span style="font-size:10pt;font-family:'Times New Roman',serif"><span style="text-decoration:none"> </span></span></u></b></p>
<p class="MsoNormal" align="center" style="text-align:center;background-image:initial;background-repeat:initial"><b><span style="font-size:22pt;font-family:'Times New Roman',serif">Maria Rita Iacò</span></b></p>
<p class="MsoNormal" align="center" style="text-align:center;background-image:initial;background-repeat:initial"><i><span style="color:rgb(37,37,37)"><font face="arial, helvetica, sans-serif">Technische Universität Graz</font></span></i><i><span style="font-family:'Times New Roman',serif"></span></i></p>
<p class="MsoNormal" align="center" style="text-align:center"><i><span style="font-family:'Times New Roman',serif"> </span></i></p>
<p class="MsoNormal" align="center" style="text-align:center"><span style="font-size:16pt;font-family:'Times New Roman',serif">Terrà un
seminario dal titolo:</span></p>
<p class="MsoNormal"><span style="font-family:'Times New Roman',serif"> </span></p>
<p class="MsoNormal" align="center" style="text-align:center;background-image:initial;background-repeat:initial"><b><i><span lang="EN-US" style="font-size:22pt;font-family:'Times New Roman',serif">“</span></i></b><b><span lang="EN-US" style="font-size:22pt;font-family:'Times New Roman',serif">Copulas in uniform distribution, optimal
transport and finance</span></b><b><i><span lang="EN-US" style="font-size:22pt;font-family:'Times New Roman',serif">”</span></i></b><b><span lang="EN-US" style="font-size:22pt;font-family:'Times New Roman',serif"></span></b></p>
<pre style="text-align:center"><b><span lang="EN-US" style="font-family:'Times New Roman',serif"> </span></b></pre>
<p class="MsoNormal" style="text-align:justify"><b><i><span lang="EN-US" style="font-size:10pt;font-family:'Times New Roman',serif">Abstract:</span></i></b></p>
<p class="MsoNormal" style="text-align:justify;background-image:initial;background-repeat:initial"><span lang="EN-US"><font face="arial, helvetica, sans-serif">The aim of this talk is to give an overview of some
results obtained in the framework of copulas. The last ones got considerable
attention in the last years, especially in finance where they are used to
perform stress-tests and robustness checks in situations of extreme downside
events. However, soon after the global financial crisis of 2007–2008, several
people argued that copulas, together with other mathematical instruments, have
been one of the main causes of the market crashes. </font></span></p>
<p class="MsoNormal" style="text-align:justify;background-image:initial;background-repeat:initial"><span lang="EN-US"><font face="arial, helvetica, sans-serif">During this talk I will describe some problems in
uniform distribution and finance which were described by using a copula
approach. Since we will deal with an optimisation problem, we will finally show
how this problem can be perfectly embedded in the general theory of optimal
transport.</font></span></p>
<p class="MsoNormal" style="background-image:initial;background-repeat:initial"><span lang="EN-US" style="font-size:9.5pt"><font face="arial, helvetica, sans-serif"> </font></span></p>
<p class="MsoNormal" style="background-image:initial;background-repeat:initial"><span lang="EN-US" style="font-size:9.5pt"><font face="arial, helvetica, sans-serif"> </font></span></p>
<p class="MsoNormal" style="text-align:justify"><b><i><span lang="EN-US" style="font-size:10pt;font-family:'Times New Roman',serif"> </span></i></b></p>
<p class="MsoNormal" style="text-align:justify"><span style="font-size:16pt;font-family:'Times New Roman',serif">Tutti gli interessati sono invitati a
partecipare.</span></p>
<p class=""><br></p>
<p class=""><span style="font-size:16pt;font-family:'Times New Roman',serif">Classe di Scienze
Matematiche e Naturali</span></p><div><div class="gmail_signature"><div dir="ltr"><div>Valeria Giuliani</div><div>Scuola Normale Superiore</div><div>Servizio alla Didattica e Allievi</div><div>tel. 050 509260</div><div>Piazza dei Cavalieri, 7</div><div>56126 Pisa</div><div>E-mail: <a href="mailto:valeria.giuliani@sns.it" target="_blank">valeria.giuliani@sns.it</a></div><div>E-mail: <a href="mailto:classi@sns.it" target="_blank">classi@sns.it</a></div></div></div></div>
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