Anche questo anno QFinLab del Politecnico di Milano partecipa al mese di educazione finanziaria hashtag #NovembreEdufin2024, coordinato dal Comitato Edufin del Ministero dell'Economia e delle Finanze. Martedì 5 novembre 15.30-17.30 nel corso di due webinar dedicati ai docenti della scuola secondaria di I° e II° grado saranno presentate le iniziative per l'anno scolastico 2024-2025. PROGETTI SCUOLA SECONDARIA I° GRADO: - Progetto formativo “Elementi di Educazione Finanziaria” - Percorso formativo “Criptovalute: tra finanza e tecnologia” - Percorso formativo “Strumenti di pagamento digitali e frodi” in collaborazione con Banca d'Italia - Percorso formativo “Sostenibilità: come affrontare il rischio climatico attraverso la transizione verde e digitale” in collaborazione con Banca d'Italia -Gioco “Il Labirinto delle Finanze” PROGETTI SCUOLA SECONDARIA II° GRADO - Percorso Flipped Classroom · FC1 (percorso base) · FC2 (percorso intermedio) · FC3 (percorso avanzato) - Percorso formativo “Criptovalute: tra finanza e tecnologia” - Percorso formativo “Strumenti di pagamento digitali e frodi” in collaborazione con Banca d'Italia -Percorso formativo “Sostenibilità: come affrontare il rischio climatico attraverso la transizione verde e digitale” in collaborazione con Banca d'Italia - Gioco “Il Labirinto delle Finanze” - Progetto “Summer School”. Maggiori informazioni sul sito: https://lnkd.in/d3wCUU_m e scrivendo a: edufin@polimi.it imparalafinanza@gmail.com Progetto realizzato all’interno del progetto MUSA – Multilayered Urban Sustainability Action, finanziato dall’Unione Europea – NextGenerationE, PNRR Missione 4 Componente 2 Linea di Investimento 1.5: Creazione e rafforzamento degli “ecosistemi dell’innovazione”, costruzione di “leader territoriali di R&S”
QFinLab
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Milan, Lombardy 744 follower
QFinLab is the Quantitative Finance Lab of the Department of Mathematics at Politecnico di Milano.
Chi siamo
Quantitative methods have become increasingly important in the financial industry during the recent years. To face the increasing request, the Department of Mathematics of Politecnico di Milano established in 2006 a research group and a training (bachelor and master) program in Quantitative Finance. In 2011, all the activities were transferred to the Nicola Bruti Liberati Quantitative Finance Lab (QFinLab), directed by Prof. Emilio Barucci. QFinLab aims to be a reference point in quantitative finance at the national and international level on research, education, outreach actvities and collaborations with industry. The group is made up of four people plus Phd students and post-doc researchers. Quantitative Finance covers all applications of quantitative methods to finance (mathematics, statistics, computational methods). The activities of the QFinLab are in different fields (Core Activity, FinTech, Financial Education) and at different level (Research, Education, Outreach activities).
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https://www.qfinlab.polimi.it/
Link esterno per QFinLab
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- 2-10 dipendenti
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- Milan, Lombardy
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Principale
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Piazza Leonardo da Vinci
Milan, Lombardy 20133, IT
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QFinLab (Dipartimento di Matematica- Politecnico di Milano) e iason hanno il piacere di presentare il workshop ESG e Finanza: Oltre il Greenwashing, Verso un Impatto Realmente Sostenibile L'evento si terrà il giorno 14 Novembre 2024 presso il Politecnico di Milano, Aula Magna, Piazza Leonardo da Vinci, 32. L’evento propone due diversi momenti: - QFinLab presenterà il III Rapporto ESG 2024 sulle società quotate italiane - tavola rotonda con tre esponenti del mondo finanziario ed industriale: Alessio Ginocchietti (Eurizon Capital SGR), Nicola Perin (OVS SpA), Riccardo Roscini (UniCredit Group SpA). Modererà il dibattito Carlotta Scozzari, Affari&Finanza di Repubblica. Programma Workshop: 17:30: Apertura lavori di Alessandro Perego, Vicerettore allo sviluppo sostenibile e impatto del Politecnico di Milano, e Luca Olivo, Managing Director di iason 17:45-18:15: Presentazione Rapporto ESG 2024 del QFinLab a cura di Emilio Barucci 18:15-19:15: Intervento degli Speaker e Q&A dalle 19:15: Aperitivo L’evento si potrà seguire anche sulla piattaforma Teams. L’aula ha una capienza limitata. Per registrarsi scrivere a: martina.sicoli@iasonltd.com entro il 7 novembre 2024 specificando la modalità di partecipazione desiderata (presenza o online). Il relativo link verrà inviato nei giorni precedenti all'evento tramite mail.
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QFinLab ha diffuso questo post
The final program of ALGODEFI 24 workshop to be held at Politecnico di Milano (7-8, November, 2024) is out. You can find all the information at the following link: https://lnkd.in/efTxwG6F Please note that the deadline for registration is 24, October 2024. Speakers include: Álvaro Cartea, Leandro Sánchez-Betancourt, Marcello Restelli, jean-philippe bouchaud, Tomaso Aste, Fabrizio Lillo, Matvei Andreev, Antonio Briola, Maximilian Göbel, Mustafa Yigit Yağci, Edoardo Vittori, Fayçal Drissi, Niccolò Bardoscia, Konark Jain, Andrea Macrì, Lorenzo Schönleber, Ivan Gufler, Sturmius Tuschmann, Robert Boyce. #algotrading, #fintech, #defi We thank the support of Banca Intesa, ASSIOM FOREX, AMASES. Scientific&organizing commitee: Emilio Barucci, Michele Azzone, Andrea Prampolini
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The 2023 Nicola Bruti Liberati Prize has been awarded to Ofelia Bonesini, who has got her Ph.D. at the University of Padova, with the thesis «Four essays in between Probability Theory and Financial Mathematics». The prize for the best Phd thesis in mathematical finance is to remember Nicola and is promoted by the Department of Mathematics of Politecnico di Milano, the Bruti Liberati family and the BACHELIER FINANCE SOCIETY. hashtag #mathfinance https://lnkd.in/dkf6MuKH
Bruti Liberati Prize
https://www.qfinlab.polimi.it
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It is a great pleasure to announce the ALGODEFI24 WORKSHOP Algo-trading & DeFi Methods and Technologies November 7-8, 2024 QFinLab-Department of Mathematics Politecnico di Milano, Milan, Italy The landscape of financial markets is changing significantly thanks to new technologies and methodologies that are modifying their architecture and functioning. Among the innovations, we have the possibility of using real-time market information, machine learning techniques, automatic trading strategies, automatic market making, distributed ledger technologies, digital assets, smart contracts, cryptocurrencies with deep consequences concerning asset pricing, computational finance, market microstructure, customer protection, financial education. The objective of the workshop is to offer an opportunity for the academic and industrial communities to meet together and discuss research advancements on these topics. Invited speakers include: Tomaso Aste - University College London Leandro Sánchez-Betancourt - Oxford-Man Institute of Quantitative Finance jean-philippe bouchaud - Capital Fund Management Álvaro Cartea - Man Institute of Quantitative Finance Fabrizio Lillo - Università di Bologna, Scuola Normale di Pisa Marcello Restelli - Politecnico di Milano The workshop is open to contributed papers, see the call for papers at the workshop website https://lnkd.in/dYvtrMYq The workshop is organized thanks to the financial support of Intesa Sanpaolo and MUSA - Multilayered Urban Sustainability Action project financed by the European Union-Next Generation EU (PNRR). Scientific and Organizing committee: Emilio Barucci (Politecnico di Milano) Andrea Prampolini (Intesa Sanpaolo) Michele Azzone (Politecnico di Milano) hashtag #algotrading #defi
Algo-trading & DeFi
mate.polimi.it
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Congrats to Michele Azzone for his new paper "On the implied volatility skew outside the at-the-money point" coauthored with Lorenzo Torricelli (Unibo) on Quantitative Finance. https://lnkd.in/e9752jF9
On the implied volatility skew outside the at-the-money point
tandfonline.com
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Last week the young researchers of QFinLab-Department of Mathematics Politecnico di Milano participated at the XXV Quantitative Finance Workshop in Bologna and presented their latest researches. Thanks to the organizers for this wonderful and interesting conference.
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Congratulations to Michele Azzone, Emilio Barucci and Davide Stocco for their latest preprint on asset management with ESG mandate!
New preprint out Excited to share our latest research findings on sustainable investing and portfolio management. Our paper, titled "Asset management with an ESG mandate," delves into the intersection of ESG considerations with traditional portfolio management strategies. This is a joint work with Michele Azzone and Emilio Barucci. Abstract: "We investigate the portfolio frontier and risk premia in equilibrium when an institutional investor aims to minimize the tracking error variance and to attain an ESG score higher than the benchmark's one (ESG mandate). Provided that a negative ESG premium for stocks is priced by the market, we show that an ESG mandate can reduce the mean-variance inefficiency of the portfolio frontier when the asset manager targets a limited over-performance with respect to the benchmark. Instead, for a high over-performance target, an ESG mandate leads to a higher variance. The mean-variance improvement is due to the fact that the ESG mandate induces the asset manager to over-invest in assets with a high mean-standard deviation ratio. In equilibrium, with asset managers and mean-variance investors, a negative ESG premium arises if the ESG mandate is binding for asset managers. A result that is borne out by the data." 🔗 Read the preprint at the following link: https://lnkd.in/gr3QAjgi Let's continue shaping a more sustainable and financially sound future together! #ESG #SustainableInvesting #PortfolioManagement #Research #Finance #ESGMandates 🌍💼
Asset management with an ESG mandate
arxiv.org
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I am glad to announce that at POLIMI Graduate School of Management we are launching a new master in Management, Finance and Tech, starting September 2024. A 24 months joint program by Polimi, emlyon business school and Bayes Business School: six months in Lyon (Finance), six months In Milan (Fintech), six months in London (track corporate finance, finance), six months of intership. Directors of the program: Emilio Barucci, Florencio Travieso, Ph.D, Dirk Nitzsche. #finance #digital, #fintech https://lnkd.in/dJuz-XKF
Master Specialistici in Finanza - POLIMI Graduate School of Management
gsom.polimi.it
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On Saturday, 10 February, join the Open Day for our MBAs, Executive MBAs and Masters programmes at POLIMI Graduate School of Management. Join us at our smart campus in the heart of Milan – or via live streaming if you prefer – to learn about all the possibilities offered by the 2024 portfolio of POLIMI GSoM programmes. I You will have the opportunity to learn more about the Masters in Finance of which I am the director: Master in Finanza Quantitativa (XIV edition) International Master in Fintech, Finance and Digital Innovation (V edition) #quantitativefinance #fintech https://lnkd.in/dxq7nwyA
MBA, EMBA and Masters Programmes Open Day: Shape your purposeful future
gsom.polimi.it