Talks

• February 2008: Università La Sapienza, Roma.
  Kolmogorov equations and Asian options

• October 2007: Workshop PDE Methods in Finance 2007 , University of Marne-la-Vallee.
  Obstacle and optimal stopping problems for American Asian options

• October 2007: University of Paris 13.
  Kolmogorov Equations in Physics and in Finance

• September 2007: XXXI Convegno AMASES, Lecce.
  The American Asian option

• April 2007: Convegno su Equazioni di Kolmogorov e misure invarianti, Bologna.
  Problema con ostacolo ed applicazioni alle opzioni Americane ``path-dependent''

• October 2006: Università de L'Aquila.
  Kolmogorov Equations in Physics and in Finance

• September 2006: XXX Convegno AMASES, Trieste.
  Path dependent volatility

• June 2006: 6th AIMS International Conference, Poitiers (France).
  Kolmogorov equations and option pricing

• June 2006: 12th International conference on Computing in Economics and Finance, Limassol (Cyprus).
  Degenerate Kolmogorov equations in option pricing

• June 2006: Meeting on Subelliptic PDEs and applications to Geometry and Finance, Cortona.
  Equations of Kolmogorov type and applications to stochastic volatility modeling

• October 2005: Workshop di Finanza Matematica, Politecnico di Milano.
  Kolmogorov Equations in Physics and in Finance

• September 2005: XXIX Convegno AMASES, Palermo.
  Parametrix approximation of risk neutral transition densities and option valuation

• July 2005: 2nd International Workshop on Functional Analysis Methods in Economics and Finance, Cetraro.
  Parametrix approximation of risk neutral transition densities and option valuation

• June 2005: 8th Spanish-Meeting on Financial Mathematics, Verbania.
  On the calibration of the Hobson-Rogers model

• January 2005: VI Workshop di Finanza quantitativa, Milano.
  On the calibration of the Hobson-Rogers model

• September 2004: Viscosity, metric and control theoretic methods in nonlinear PDE's, Gaeta.
  Equations of Kolmogorov type and applications

• September 2004: XXVIII Convegno AMASES, Modena.
  On a volatility model with dependence on the past

• June 2004: Conference on Elliptic and Parabolic Problems: A special tribute to the work of Haim Brezis, Gaeta.
  The Moser's iterative method for a class of ultraparabolic equations

• January 2004: V Workshop di Finanza quantitativa, Siena.
  Analysis of an uncertain volatility model

• September 2003: XXVII Convegno AMASES, Cagliari.
  On a complete model with stochastic volatility

• June 2003: Workshop on Second Order Subelliptic Equations and Applications, Cortona.
  Optimal Harnack inequality for a class of Kolmogorov equations

• June 2002: Advances on Nonlinear PDEs, L'Aquila.
  On the Cauchy problem for a non linear ultraparabolic equation

• May 2002: SIMAI 2002, Chia (CA).
  A nonlinear PDE in mathematical finance

• June 2001: 4th European Conference on elliptic and parabolic problems, Rolduc (NL).
  On the Cauchy problem for a non linear ultraparabolic equation

• June 2000: SIMAI 2000, Ischia (NA).
  On the smoothness of viscosity solutions to a nonlinear equation of mathematical finance

• May 1999: Evolution equations and applications, Cortona.
  A nonlinear degenerate parabolic equation in Mathematical Finance

• June 1998: IV CongressoNazionale SIMAI, Messina.
  Fujita type results for a class of degenerate parabolic operators

Organization of meetings and courses

• October 2005 - April 2006: Advanced Course in Mathematical Finance 2005/06

• May, 2005: SSF2005
  Co-organizer: F. Biagini, Università di Bologna

• November, 2004: Advanced Course in Mathematical Finance 2004

• September, 2004: Session "Mathematical and computational methods in finance" in SIMAI-2004
  Co-organizer: S. Polidoro, Università di Bologna.

• May, 2004: Spring School in Finance
  Co-organizer: F. Biagini, Università di Bologna

Seminars

• Seminario di Analisi, Dip. Mat. Univ. Bologna (A. A. 2006/07), Tecnoprint Bologna:
  "Problema con ostacolo e arresto ottimo con applicazioni in finanza"
  [italian] - pdf file

• Seminario di Analisi, Dip. Mat. Univ. Bologna (A. A. 2001/02), Tecnoprint Bologna:
  "Il metodo iterativo di Moser per una classe di equazioni ultraparaboliche"
  [italian] - postscript file - pdf file

• Seminario di Analisi, Dip. Mat. Univ. Bologna (A. A. 2000/01), Tecnoprint Bologna:
  "Sul problema di Cauchy per un'equazione ultraparabolica non lineare"
  [italian] - postscript file - pdf file

• Seminario di Analisi, Dip. Mat. Univ. Bologna (A. A. 1998/99), Tecnoprint Bologna:
  "Regolarita' delle soluzioni di un'equazione ultraparabolica non lineare della finanza matematica"
  [italian] - postscript file - pdf file

• Seminario di Analisi, Dip. Mat. Univ. Bologna (A. A. 1996/97), Tecnoprint Bologna:
  "Soluzione fondamentale e teoria del potenziale per equazioni ipoellittiche del second'ordine"
  [italian] - postscript file - pdf file

Other activities

• Febbraio 2008: Commissario per l'esame finale del Dottorato di Ricerca in "Matematica per le Applicazioni Economiche-Finanziarie", Università degli Studi di Roma "La Sapienza"

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