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


MOX
Laboratorio di Modellistica
e
Calcolo Scientifico

EFFEDIESSE
Laboratorio di Formazione
Matematica e di
Sperimentazione Didattica

differential equations
at polimi

Laboratorio di
Finanza Quantitativa

Game Theory And Computation
(Group)

Prossimi Eventi

  • lug
    08
    mer
    2015
    Seminario
    08-07-2015, ore 12:00 precise Risk measurement under dependence uncertainty
    Valeria Bignozzi

    • SEMINARIO
    • Risk measurement under dependence uncertainty
    • Valeria Bignozzi , Università degli Studi di Roma “La Sapienza”
    • Mercoledì 8 luglio 2015 alle ore 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
  • lug
    08
    mer
    2015
    Seminario
    08-07-2015, ore 14:30 precise Carleson measures in strongly pseudoconvex domains
    Alberto Saracco

    • SEMINARIO
    • Carleson measures in strongly pseudoconvex domains
    • Alberto Saracco, Università di Parma
    • Mercoledì 8 luglio 2015 alle ore 14:30 precise, Aula Seminari del terzo piano
    • Abstract
      Since 1962 Carleson measures were introduced to solve the corona problem, they have been both an important tool and an interesting mathematical object to study per se.

      In this talk I will review some important characterizations of Carleson measures for Hardy or Bergman spaces of function in the unit disc or the unit ball, due to several authors.

      Then I will expose our recent intrinsic characterization of Carleson measures for Bergman spaces in strongly pseudoconvex domains of C^n and related results.
      (joint works with Marco Abate and Jasmin Raissy)

    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568
  • lug
    15
    mer
    2015
    Seminario
    15-07-2015, ore 12:00 precise Measures of systemic risk
    Birgit Rudloff

    • SEMINARIO
    • Measures of systemic risk
    • Birgit Rudloff, Princeton University
    • Mercoledì 15 luglio 2015 alle ore 12:00 precise, Aula Seminari III piano
    • Abstract
      Systemic risk refers to the risk that the financial system is susceptible to failures due to the characteristics of the system itself. The tremendous cost of this type of risk requires the design and implementation of tools for the efficient macroprudential regulation of financial institutions.
      We propose a novel approach to measuring systemic risk. Key to our construction is a rigorous derivation of systemic risk measures from the structure of the underlying system and the objectives of a financial regulator. Systemic risk is measured by the set of allocations of additional capital that lead to acceptable outcomes.
      We explain the conceptual framework and the definition of systemic risk measures, provide an algorithm for their computation, and illustrate their application in numerical case studies. We apply our methodology to systemic risk aggregation extending Chen, Iyengar & Moallemi (2013) to allow for feedback effect the capital regulation has on the system, and to network models as suggested in the seminal paper of Eisenberg & Noe (2001) and their generalizations as in Cifuentes, Shin & Ferrucci (2005). This is joint work with Zach Feinstein and Stefan Weber.

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

    • SEMINARIO
    • Taming infinities
    • Martin Hairer, University of Warwick
    • Lunedì 5 ottobre 2015 alle ore 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
  • ott
    19
    lun
    2015
    Seminario
    19-10-2015, ore 11:00 Discrete geometric structures motivated by applications in architecture
    Helmut Pottmann

    • SEMINARIO
    • Discrete geometric structures motivated by applications in architecture
    • Helmut Pottmann , TU Wien e KAUST
    • Lunedì 19 ottobre 2015 alle ore 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
  • ott
    19
    lun
    2015
    Seminario
    19-10-2015, ore 17:00 precise T.b.a.
    Emilio Acerbi

    • SEMINARIO
    • T.b.a.
    • Emilio Acerbi , Università di Parma
    • Lunedì 19 ottobre 2015 alle ore 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
    lun
    2015
    Seminario
    23-11-2015, ore 16:30 precise Singularity formation in elliptic and parabolic problems
    Manuel Del Pino

    • SEMINARIO
    • Singularity formation in elliptic and parabolic problems
    • Manuel Del Pino, Universidad de Chile
    • Lunedì 23 novembre 2015 alle ore 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