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Per informazioni Attività culturali SNS Tel. +39 050 509307 [email protected] December 12th 2011 Sala Stemmi Scuola Normale Superiore Piazza dei Cavalieri, 7 – Pisa Per informazioni Attività culturali SNS Tel. +39 050 509307 [email protected] Per informazioni +39 050 509111 [email protected] [email protected] QUANTITATIVE APPROACHES TO RISK ASSESSMENT AND INVESTMENT TRANSPARENCY Workshop with the presentation of the book “A Quantitative Framework to Assess the Risk-Reward Profile of Non-Equity Products” of Marcello Minenna

pieghevole 12 dicembre 2011 marmi-lillo - mathfinance.sns.itmathfinance.sns.it/.../2010/12/Brochure_Risk-Book.pdf · Attività culturali SNS Tel. +39 050 509307 [email protected]

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Per informazioni

Attività culturali SNSTel. +39 050 [email protected]

December 12th 2011

Sala StemmiScuola Normale SuperiorePiazza dei Cavalieri, 7 – Pisa

Per informazioni

Attività culturali SNSTel. +39 050 [email protected]

Per informazioni

+39 050 509111

[email protected]

[email protected]

QUANTITATIVE APPROACHESTO RISK ASSESSMENT AND INVESTMENT TRANSPARENCY

Workshopwith the presentation of the book “A Quantitative

Framework to Assess the Risk-Reward Profi le of Non-Equity Products” of Marcello Minenna

GIOVANNA MARIA BOI

RITA D’ECCLESIA

HÉLYETTE GEMAN

STEFANO MARMI

DOMENICO MIGNACCA

MARCELLO MINENNA

DONGNING QU

PAOLO SIRONI

PAOLO VERZELLA

10.45 Registration

11.00 Opening address

Book Presentation: A Quantitative Framework to Assess the Risk- Reward Profi le of Non-Equity Products

11.10 KEYNOTE ADDRESS - HÉLYETTE GEMAN

11.50 SPECIAL ADDRESS -MARCELLO MINENNA, GIOVANNA MARIA BOI, PAOLO VERZELLA

13.00 Lunch

TECHNICAL CONTRIBUTIONS

14.00 RITA D’ECCLESIA Risk Assessment of debt liabilities: overview and case studies”

14.30 DONGNING QU Understanding Risks in Structured Products

15.00 PAOLO SIRONI

Enhancing competitiveness through transparent investment decision-making

15.30 Coffee break

16.00 Round Table: Risk Transparency through Quantitative Methods

Moderator: STEFANO MARMI

Panelists: RITA D’ECCLESIA, HÉLYETTE GEMAN, DOMENICO MIGNACCA, MARCELLO MINENNA, DONGNING QU, PAOLO SIRONI.

QUANTITATIVE APPROACHESTO RISK ASSESSMENT AND INVESTMENT TRANSPARENCY

Workshopwith the presentation of the book “A Quantitative

Framework to Assess the Risk-Reward Profi le of Non-Equity Products” of Marcello Minenna