[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
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://cvgmt.sns.it/pipermail/news/attachments/20120402/ae594b2b/attachment-0001.html>
-------------- next part --------------
A non-text attachment was scrubbed...
Name: Almgren _13_4_12.pdf
Type: application/pdf
Size: 164428 bytes
Desc: not available
URL: <http://cvgmt.sns.it/pipermail/news/attachments/20120402/ae594b2b/attachment-0001.pdf>
More information about the News
mailing list