The Conference Pisa Finance Week is a conference to bring together researchers and practitioners in Mathematical Finance. The conference deals with the recent developments and issues on stochastic models, numerical methods, pricing of contingent claims and stochastic control techniques with a strong focus on financial applications.
The Topics of the Meeting covers (but are not limited to): Dynamic portfolio allocation, Interest rate models, Machine Learning, Management in insurance, Models for financial derivatives, Numerical methods in Finance and Insurance, Optimisation, Hawkes and branching processes, Pricing, Risk management, Stochastic control, Volatility models.
This event is part of the Franco-Italian Chair funded by the Università Franco-Italiana under the selective “Chair 2025” project. The financial support of the Université Italo-francais is gratefully acknowledged.
The first edition of the “Pisa Finance Week” took place in May 2024.