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del - Archivio 2006-2007


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5 2006 16:30 - 17:30
ROOM 137, Viale Isonzo 25

Statistics and Demography

Estimation of optimal treatment strategies

Attach

James Robins (Harvard University)


27 2006 15:00 - 19:00
CNR-IMATI - Via Bassini 15 - 20133 Milano

Statistics and Demography

Several Bayesians: a Further Review; Group Consensus Probability Distributions: the Text-book Problem and e-Participation

David Rios Insua (Universidad Rey Juan Carlos and Real Academia de Ciencias, Madrid); Massimo Marinacci (Università di Torino and Collegio Carlo Alberto, Torino); Simon French (Manchester Business School, Manchester).  


7 2006 12:45 - 13:45
ROOM 24, Via Sarfatti 25

Mathematical Economics and Quantitative Finance

A Deprivation-Based Characterization of the Bonferroni Index of Inequality

Attach

Satya R. Chakravarty (Indian Statistical Institute)  


5 2006 12:45 - 13:45
ROOM 24, Via Sarfatti 25

Mathematical Economics and Quantitative Finance

Long Persuasion Games

Attach

Françoise Forges (Paris-Dauphine University, CEREMADE)


14 2006 16:30 - 17:30
ROOM 137, Viale Isonzo 25

Statistics and Demography

Sels-Similar Processes, Fractional Brownian Motion and Statistical Inference

Attach

B.L.S. Prakasa Rao (University of Hydebarad, India)  


21 2006 16:30 - 17:30
ROOM 137, Viale Isonzo 25

Occasional Seminars

Beyond Black-Litterman: Views on Non-Normal Markets the Copula-Opinion Pooling Approach

Attach

Attilio Meucci (Lehman Brothers, NY)  


9 2007 12:45 - 13:45
ROOM 24, Via Sarfatti 25

Mathematical Economics and Quantitative Finance

Bellman's Dynamic Programming approach in problems with Vintage Capital

Attach

Silvia Faggian (Università LUM, Bari)  


18 2007 15:00 - 17:30
Università Bocconi - Via Sarfatti 25 - 20136 Milano, room A, ground floor

Statistics and Demography

Finding time; A Bayesian Look at Conditional testing

Susan Holmes (Statistics Department, Stanford University and Université de Nice Sophia Antiopolis); Persi Diaconis (Statistics Department, Stanford University)  


25 2007 16:30 - 17:30
ROOM 137, Viale Isonzo 25

Statistics and Demography

Inequality curve and inequality index based on the ratios between lower and upper arithmetic means

Attach

Michele Zenga (Università degli Studi di Milano-Bicocca, Dip. Metodi Quantitativi per le Scienze Economiche ed Aziendali)  


1 2007 16:30 - 17:30
ROOM 137, Viale Isonzo 25

Statistics and Demography

Wishart Distributions For Decomposable Graphs

Attach

Helene Massam (York University, Toronto)


6 2007 12:45 - 13:45
ROOM 24, Via Sarfatti 25

Mathematical Economics and Quantitative Finance

Do Short-Run Efficiency and Optimal Capacity Imply Long-Run Efficiency?

Attach

Yves Balasko (University of York)  


13 2007 16:30 - 17:30
ROOM 137, Viale Isonzo 25

Statistics and Demography

On Bayesian nonparametric priors derived from Poisson-Kingman models

Attach

Annalisa Cerquetti (Università Bocconi)


15 2007 16:30 - 17:30
ROOM 137, Viale Isonzo 25

Statistics and Demography

Disegni campionari con casualizzazione nel continuo

Attach

Lucio Barabesi (Università di Siena)


22 2007 16:30 - 17:30
ROOM 137, Viale Isonzo 25

Statistics and Demography

The Bernstein-von Mises theorem in semiparametric competing risks models

Attach

Pierpaolo De Blasi (University of Turin, Department of Statistics and Applied Mathematics)  


6 2007 12:15 6 2000 13:15
Room 14, via sarfatti 25

Mathematical Economics and Quantitative Finance

The Joint Behaviour of Credit Spreads, Stock Options and Equity Returns when Investors Disagree

Attach

Fabio Trojani (University of St. Gallen)


8 2007 16:30 - 17:30
ROOM 137, Viale Isonzo 25

Statistics and Demography

Gene therapy as a new field for statistical modelling

Attach

Clelia Di Serio (Centro Universitario di Statistica per le Scienze Biomediche) Università Vita-Salute San Raffaele, Milano


3 2007 10:30 - 11:30
Room 21, via sarfatti 25

Occasional Seminars

Optimal Insurance Demand and Investment in a Dynamic Mean-variance Framework

Attach

Enrico Biffis (Cass Business School, London, UK)  


3 2007 12:45 - 13:45
ROOM 24, Via Sarfatti 25

Mathematical Economics and Quantitative Finance

Systematic Equity-Based Credit Risk: A CEV Model with Jump to Default

Attach

Alessandro Sbuelz (Università di Verona)


18 2007 12:45 - 13:45
Room 137, viale isonzo 25

Occasional Seminars

Incentives, Contracts and Markets: A General Equilibrium Theory of Firms

Attach

William Zame (University of California, Los Angeles)  


8 2007 12:15 - 13:15
Room 137, viale isonzo 25

Mathematical Economics and Quantitative Finance

Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling

Attach

Luciano Campi (Paris-Dauphine University, CEREMADE)  


28 2007 16:30 - 17:30
ROOM 137, Viale Isonzo 25

Statistics and Demography

Simpson's paradox for the Cox model

Attach

Marco Scarsini (Dipartimento di Scienze Economiche e Aziendali - LUISS, Roma)


29 2007 12:15 - 13:15
Room 137, viale isonzo 25

Occasional Seminars

A large deviations approach to maximizing expected utility from

Attach

Scott Robertson (Boston University)  


5 2007 12:45 - 13:45
ROOM 24, Via Sarfatti 25

Mathematical Economics and Quantitative Finance

Optimal stopping under ambiguity

Attach

Frank Riedel (University of Bonn)  


12 2007 12:15 - 13:15
Room 137, viale isonzo 25

Occasional Seminars

Option valuation in a stochastic volatility jump-diffusion model

Attach

Enrico Moretto (Università di Parma)  


28 2007 16:30 - 17:30
ROOM 137, Viale Isonzo 25

Statistics and Demography

Exchangeable claim sizes in a compound Poisson process

Attach

Ramsés Mena Chavez (IIMAS-UNAM, Mexico)  


10 2007 14:00 - 15:00
Room 137, viale isonzo 25

Occasional Seminars

Numerical Solution of Stochastic Differential Equations with Jumps in Finance: Predictor-Corrector Schemes

Attach

Nicola Bruti Liberati (University of Technology, Sydney)