Monday, June 7
15,30 Informal Opening
Chair Person: Piotr Jaworski
15,45 -16,30 Fabrizio Durante (Libera Univ. di Bolzano)
A copula-based approach to financial contagion
16,45 - 17,30 Marco Tolotti (Univ. di Venezia)
Direct contagion in large portfolios. Modeling aspects.
18,00 - 19,00
Open Discussion
Chair Person: TBA
Tuesday, June 8
Chair person: Fabrizio Durante
15,45 -16,30 Piotr Jaworski (Uniwersytet Warszawski)
On copulas subject to increasing conditional dependence.
16,45 - 17,30 Carlo Sempi (Univ. Salento)
Shuffles of copulas
18,00 - 19,00
Open Discussion and Conclusions
Chair person: Carlo Sempi
Contacts:
Giovanna Nappo,
Fabio Spizzichino
Department of Mathematics, University Sapienza, Piazzale A. Moro, 2
Partially Supported by Projects
"Modelli e Algoritmi Stocastici: Convergenza e Ottimizzazione" 2009
Ateneo Federato Scienza e Tecnologia, Universitą La Sapienza