[CvGmt News] avviso semianrio di Finanza Quantitativa prof. Robert Almgren (13.04.2012)

Valeria Giuliani valeria.giuliani at sns.it
Mon Apr 2 09:39:12 CEST 2012


NO FREE LUNCH SEMINAR

seminari di finanza quantitativa


    Venerdì 13 aprile 2012

ore 13.00

_Scuola Normale Superiore_

Pisa

(Aula Bianchi)

*__*

*/Robert Almgren/*

/New York University Mathematical Finance and Quantitative Brokers///

Terrà un seminario dal titolo:

*/"/**Quantitative Problems in Optimal Execution/"/*

*//*

*//*

*/Abstract/*

//

/Execution of large transactions so as to minimize market impact and trading costs is a very important aspect of modern financial markets.
We will give an overview of the quantitative tools that are used to approach this problem and how they are implemented in practice.
These include balance of risk and reward, design of optimal trajectories, and the mathematical issues that arise in optimal response to time-varying liquidity and volatility./

*//*

*//*

Tutti gli interessati sono invitati a partecipare.

Classe di Scienze

-- 
Valeria Giuliani
Scuola Normale Superiore
Servizi Supporto attivita Didattiche
tel.050509260
Fax.050509045
v.giuliani at sns.it
adi.sd at sns.it

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