Events

A cycle of study seminars, workshops and conferences on several current economics topics have been organized in the framework of the VERA research Center, also in cooperation with other on-going national and European funded projects managed by the Department.

These events carried out by eminent international academics are a great opportunity to discuss relevant economic issues and topics with students, researchers and members of academic staff.

VERA Workshops

Machine Learning for Finance - 2nd One-Day Workshop

December, 18th 2020

Online workshop

Applied Health and Risk Economics

February, 13th 2020

San Giobbe Economics Campus
Ca' Foscari University of Venice

Life-cycle finance, asset allocation and insurance: new trends and challenges

January, 17th 2020

San Giobbe Economics Campus
Ca' Foscari University of Venice

Machine Learning for Finance

October, 3rd 2019

San Giobbe Economics Campus
Ca' Foscari University of Venice

Macro-Finance Workshop

May, 6th 2019

San Giobbe Economics Campus
Ca' Foscari University of Venice

The Economics of Social Interactions

February, 1st 2019

San Giobbe Economics Campus
Ca' Foscari University of Venice

VERA Finance seminar series

Alberto Plazzi

1st seminar cycle

Alberto Plazzi
Università della Svizzera Italiana

  • Financing Decisions and MM principle
  • Debt Policy with Taxes and Bankruptcy costs 
  • Debt Policy With Agency Conflicts and Asymmetric Information 
  • Dividend Policy 
  • Behavioral Finance
Stephen Schaefer

2nd seminar cycle

Stephen Schaefer
London Business School

  • Introduction to derivatives and Arbitrage. Forwards, Swaps and Futures
  • Fixed income derivatives.
  • Introduction to Options. Trading Strategies Involving Options and Introduction to the Binomial Model
  • The Black-Scholes Model
  • Options on Currencies and Futures
Walter Torous

3rd seminar cycle

Walter Torous
MIT

  • Property income streams
  • Pro forma analysis
  • Equity valuation
  • Tax analysis
  • Financial structuring of real property ownership

4th seminar cycle

Yacine Ait-Sahalia
Princeton University

  • Arbitrage and risk‐neutral pricing
  • Classical interest‐rate models & Multifactor interest‐rate models
  • Credit risk and default
  • Nonparametric density estimation for interest rates & Nonparametric estimation of volatility
  • Nonparametric pricing of interest‐rate derivatives
Michel Dacorogna

5th seminar cycle

Michel Dacorogna
Prime Re Solutions

  • The concept of risk, risk measure and the pricing of risk
  • Aggregation of risk and dependencies
  • Concept of capital and management of capital
  • The new Solvency Regulations and the Role of Reinsurance
  • Entreprise Risk Management (ERM) towards a holistic approach to risk management
Alain Monfort

6th seminar cycle

Alain Monfort
Centre de Recherche en Économie et STatistique (CREST)

  • Stochastic processes & Statistical modelling of a stochastic process
  • Generalisations of univariate ARCH models
  • Inference in ARCH-GARCH models
  • Multivariate GARCH models
  • Hidden Markov Chain models (or Discrete Factor Models)
Jean-Michel Grandmont

7th seminar cycle

Jean-Michel Grandmont
Centre de Recherche en Économie et STatistique (CREST)

  • Choice among risky prospects. The expected utility hypothesis. Measures of risk aversion. “Paradoxes” in actual decision making
  • Prices of marketed assets and state prices. Absence of arbitrage opportunity and pricing of derivative securities
  • Pricing in complete financial markets: the consumption based capital asset pricing model (CCAPM).  Allocation of risks

Conferences

European Conference on Stochastic Optimization - Computational Management Science Conference (ECSO-CMS)

July, 7th-9th 2021

San Giobbe Economics Campus
Ca' Foscari University of Venice

Mathematical and Statistical Methods for Actuarial Sciences and Finance (eMAF)

September 18th, 22nd and 25th 2020

International remote conference

Workshop annuale Società Italiana di Economia e Politica Industriale (SIEPI)

January, 30th-31st 2020

San Giobbe Economics Campus
Ca' Foscari University of Venice

Time Series Models: Theory and Applications (IWEEE)

January, 23th-24th 2020

San Giobbe Economics Campus
Ca' Foscari University of Venice

Upcoming events and seminars

03 Nov 2021 12:15
Francesco Lippi - Price Setting with Strategic Complementarities as a Mean Field Game

Meeting Room 1 (San Giobbe Economics Campus) + Live streaming (ZOOM)

05 Nov 2021 17:30
08 Nov 2021 12:15
09 Nov 2021 12:15
Dror Y. Kenett - title to be announced

Meeting Room 1 (San Giobbe Economics Campus) + Live streaming (ZOOM)

22 Nov 2021 12:15
Salvatore Piccolo - title to be announced

Meeting Room 1 (San Giobbe Economics Campus) + Live streaming (ZOOM)

26 Nov 2021 12:15
Ina Taneva - title to be announced

Meeting Room 1 (San Giobbe Economics Campus) + Live streaming (ZOOM)

29 Nov 2021 12:15
Lorenzo Casaburi - title to be announced

Meeting Room 1 (San Giobbe Economics Campus) + Live streaming (ZOOM)

06 Dec 2021 12:15
Pietro Biroli - title to be announced

Meeting Room 1 (San Giobbe Economics Campus) + Live streaming (ZOOM)

13 Dec 2021 12:15
Marie Claire Villeval - title to be announced

Meeting Room 1 (San Giobbe Economics Campus) + Live streaming (ZOOM)

14 Feb 2022 12:15
Marco Pagano - title to be announced

Meeting Room 1 (San Giobbe Economics Campus) + Live streaming (ZOOM)

21 Feb 2022 12:15
Diana Bonfim - title to be announced

Meeting Room 1 (San Giobbe Economics Campus) + Live streaming (ZOOM)

07 Mar 2022 12:15
Nicolas Debarsy - title to be announced

Meeting Room 1 (San Giobbe Economics Campus) + Live streaming (ZOOM)

04 Apr 2022 12:15
Alberto Bisin - title to be announced

Meeting Room 1 (San Giobbe Economics Campus) + Live streaming (ZOOM)

06 Jun 2022 12:15
Vasiliki Skreta - title to be announced

Meeting Room 1 (San Giobbe Economics Campus) + Live streaming (ZOOM)

Past events