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Seminario del 2016
Marzo
15
2016
pagina stampabile
Giacomo Bormetti
A random walk, with jumps, from market microstructure to financial econometrics
finanza matematica
During the seminar I will present an overview of recent works dealing with the analysis and modeling of financial time series. The goal of the presentation is to informally elaborate on topics of potential interest for different fields, from statistical mechanics to mathematical finance and econometrics.
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