ITA
  • Corso di Studi in Ingegneria Matematica, nuovo progetto di doppia laurea con EPFL
    Double degree Master Program between Politecnico di Milano and EPFL


MOX
Laboratory of
Modeling and
Scientific Computing

EFFEDIESSE
Laboratory of
Mathematics Education and
Scientific Experimentation

differential equations
at polimi

Quantitative Finance
LAB

Game Theory And Computation
(Group)

Upcoming Events

  • jun
    29
    mon
    2015
    jul
    01
    wed
    2015
    WorkShop
    from 06-29-2015 to 07-01-2015 Quantum markov semigroups: decoherence and empirical estimates

    • WORKSHOP
    • QMS2015
      quantum markov semigroups: decoherence and empirical estimates

      (http://www.dima.unige.it/~sasso/QMS2015/index2.html)

    • Our aim is to open the discussion of the state of the art and open problems on decoherence and quantum tomography in particular for quantum Markov semigroups.
    • organizzatori Raffaella Carbone, Matteo Gregoratti, Emanuela Sasso, Alessandro Toigo, Veronica Umanità.
    • Monday, june 29 2015 – Wednesday, july 1 2015
    • Genova, Dipartimento di Matematica
    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568
  • jun
    30
    tue
    2015
    Seminar
    06-30-2015, 16:30 Billiards and moduli spaces
    Curtis T.mcmullen

    • SEMINAR ON
    • Billiards and moduli spaces
    • Curtis T.mcmullen, Harvard University
    • Tuesday, june 30 2015 at 16:30, Dipartimento di Matematica, Via Saldini, Aula Chisini

    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568
  • jul
    01
    wed
    2015
    Seminar
    07-01-2015, 14:00 precise Arbitrage theory without a reference probability: challenges of the model-free approach
    Marco Maggis

    • SEMINAR ON
    • Arbitrage theory without a reference probability: challenges of the model-free approach
    • Marco Maggis, Università degli Studi di Milano
    • Wednesday, july 1 2015 at 14:00 precise, Aula Saleri (VI piano)
    • Abstract
      In a model independent discrete time financial market, we discuss the richness of the family of martingale measures in relation to different notions of Arbitrage, generated by a class S of significant sets, The choice of S reflects into the intrinsic properties of the class of polar sets of martingale measures. In particular: is S reduces to a singleton, absence of Model Independent Arbitrage is equivalent to the existence of a martingale measure; for S being the open sets, absence of Open Arbitrage is equivalent to the existence of full support martingale measures. These results are obtained by adopting a technical filtration enlargement and by constructing a Universal Aggregator of all arbitrage opportunities.
      Furthermore we prove the superhedging duality theorem, where trading is allowed with dynamic and semi-static strategies. We also show that the initial cost of the cheapest portfolio that dominates a contingent claim on every possible path might be strictly greater than the upper bound of the no-arbitrage prices. We therefore characterize the subset of trajectories on which this duality gap disappears and prove that it is an analytic set.

    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568
  • jul
    08
    wed
    2015
    Seminar
    07-08-2015, 12:00 precise Risk measurement under dependence uncertainty
    Valeria Bignozzi

    • SEMINAR ON
    • Risk measurement under dependence uncertainty
    • Valeria Bignozzi , Università degli Studi di Roma “La Sapienza”
    • Wednesday, july 8 2015 at 12:00 precise, Aula Seminari III piano

    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568
  • oct
    05
    mon
    2015
    Seminar
    10-05-2015, 16:30 precise Taming infinities
    Martin Hairer

    • SEMINAR ON
    • Taming infinities
    • Martin Hairer, University of Warwick
    • Monday, october 5 2015 at 16:30 precise, Dipartimento di Matematica, Via Saldini, Aula Chisini

    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568
  • oct
    19
    mon
    2015
    Seminar
    10-19-2015, 11:00 Discrete geometric structures motivated by applications in architecture
    Helmut Pottmann

    • SEMINAR ON
    • Discrete geometric structures motivated by applications in architecture
    • Helmut Pottmann , TU Wien e KAUST
    • Monday, october 19 2015 at 11:00, Aula Saleri VI PIANO Dipartimento di Matematica MOX
    • Abstract

      N.A.


      contact:franca.calio@polimi.it

    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568
  • oct
    19
    mon
    2015
    Seminar
    10-19-2015, 17:00 precise T.b.a.
    Emilio Acerbi

    • SEMINAR ON
    • T.b.a.
    • Emilio Acerbi , Università di Parma
    • Monday, october 19 2015 at 17:00 precise, Dipartimento di Matematica del Politecnico, Aula Consiglio 7° piano

    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568
  • nov
    23
    mon
    2015
    Seminar
    11-23-2015, 16:30 precise Singularity formation in elliptic and parabolic problems
    Manuel Del Pino

    • SEMINAR ON
    • Singularity formation in elliptic and parabolic problems
    • Manuel Del Pino, Universidad de Chile
    • Monday, november 23 2015 at 16:30 precise, Dipartimento di Matematica, Via Saldini, Aula Chisini

    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568