Eventi del Dipartimento di Scienze delle Decisioni - Archivio 2006-2007


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

Seminario

Statistics and Demography

Estimation of optimal treatment strategies

Attach

James Robins (Harvard University)


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

Seminario

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

Seminario

Mathematical Economics and Quantitative Finance

A Deprivation-Based Characterization of the Bonferroni Index of Inequality

Attach

Satya R. Chakravarty (Indian Statistical Institute)  


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

Seminario

Mathematical Economics and Quantitative Finance

Long Persuasion Games

Attach

Françoise Forges (Paris-Dauphine University, CEREMADE)


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

Seminario

Statistics and Demography

Sels-Similar Processes, Fractional Brownian Motion and Statistical Inference

Attach

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


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

Seminario

Occasional Seminars

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

Attach

Attilio Meucci (Lehman Brothers, NY)  


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

Seminario

Mathematical Economics and Quantitative Finance

Bellman's Dynamic Programming approach in problems with Vintage Capital

Attach

Silvia Faggian (Università LUM, Bari)  


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

Seminario

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

Seminario

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

Seminario

Statistics and Demography

Wishart Distributions For Decomposable Graphs

Attach

Helene Massam (York University, Toronto)


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

Seminario

Mathematical Economics and Quantitative Finance

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

Attach

Yves Balasko (University of York)  


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

Seminario

Statistics and Demography

On Bayesian nonparametric priors derived from Poisson-Kingman models

Attach

Annalisa Cerquetti (Università Bocconi)


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

Seminario

Statistics and Demography

Disegni campionari con casualizzazione nel continuo

Attach

Lucio Barabesi (Università di Siena)


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

Seminario

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)  


Dal 6 marzo 2007 ore 12:15 - Al 6 marzo 2000 ore 13:15
Room 14, via sarfatti 25

Seminario

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

Seminario

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

Seminario

Occasional Seminars

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

Attach

Enrico Biffis (Cass Business School, London, UK)  


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

Seminario

Mathematical Economics and Quantitative Finance

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

Attach

Alessandro Sbuelz (Università di Verona)


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

Seminario

Occasional Seminars

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

Attach

William Zame (University of California, Los Angeles)  


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

Seminario

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

Seminario

Statistics and Demography

Simpson's paradox for the Cox model

Attach

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


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

Seminario

Occasional Seminars

A large deviations approach to maximizing expected utility from

Attach

Scott Robertson (Boston University)  


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

Seminario

Mathematical Economics and Quantitative Finance

Optimal stopping under ambiguity

Attach

Frank Riedel (University of Bonn)  


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

Seminario

Occasional Seminars

Option valuation in a stochastic volatility jump-diffusion model

Attach

Enrico Moretto (Università di Parma)  


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

Seminario

Statistics and Demography

Exchangeable claim sizes in a compound Poisson process

Attach

Ramsés Mena Chavez (IIMAS-UNAM, Mexico)  


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

Seminario

Occasional Seminars

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

Attach

Nicola Bruti Liberati (University of Technology, Sydney)  


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