The Meeting on Quant Finance is a conference to bring together researchers and practitioners in Mathematical Finance.
The conference deals with the recent developments and issues on Term Structure, Equity, Volatility, Insurance and the related mathematical methods as Stochastic Equations, Control Theory, Point, Hawkes and Branching Processes.
The Topics of the Meeting covers (but are not limited to): Actuarial models, Dynamic portfolio allocation, Interest rate models, Machine Learning, Management in insurance, Market microstructure, Models for financial derivatives, Numerical methods in Finance and Insurance, Optimisation, Point, Hawkes and branching processes, Pricing, Risk management, Stochastic control, Volatility models.
During the conference the round table “Perspectives on Quant Finance” took place, jointly organised with Starting Finance Club Pisa, were old and new issues for banks, insurers, supervision and research have been discussed.
