XXII Workshop on Quantitative Finance

Verona 28-29 Jan 2021


QFW2021 Program

Book of Abstracts


About XXII Workshop on Quantitative Finance

The University of Verona is pleased to host QFW2021, the XXII Workshop on Quantitative Finance on 28-29 January 2021. The meeting is organized with the support of the Department of Economics.

QFW2021 is the XXII edition of an annual meeting, whose purpose is to stimulate discussion on theoretical and practical aspects of Quantitative Finance. The aim of the Workshop is to promote the exchange of ideas that are relevant to researchers and practitioners, and cover topics in Mathematical Finance, Quantitative Risk Management, Portfolio Optimization, Computational Finance, Financial Economics, Econophysics, Financial Econometrics, Statistics of Financial Markets, Corporate Finance, and related fields.

The Workshop will be held online, via Zoom.


Organising Committee: Maria Flora, Alessandro Gnoatto, Cecilia Mancini, Marco Patacca, Letizia Pellegrini, Athena Picarelli, Roberto Renò (Università di Verona)

Scientific Committee: Emilio Barucci (Politecnico di Milano), Giacomo Bormetti (Università di Bologna), Francesco Cesarone (Università Roma Tre), Rocco Ciciretti (Università Roma Tor Vergata), Andrea Consiglio (Università di Palermo), Stefania Corsaro (Università di Napoli Parthenope), Christa Cuchiero (University of Vienna), Giuseppe De Marco (Università di Napoli Parthenope), Marina Di Giacinto (Università di Cassino), Marco Frittelli (Università di Milano), Fabrizio Lillo (Università di Bologna), Elisa Luciano (Università di Torino), Maria Elvira Mancino (Università di Firenze), Zelda Marino (Università di Napoli Parthenope), Claudio Morana (Università di Milano-Bicocca), Massimo Morini (Banca Imi), Aldo Nassigh (Unicredit), Mustafa Pinar (Bilkent University), Roberto Renò (Università di Verona), Emanuela Rosazza Gianin (Università di Milano-Bicocca), Mathieu Rosenbaum (Ecole Polytechnique), Peter Tankov (ENSAE-CREST), Josef Teichmann (ETH Zurich), Tiziano Vargiolu (Università di Padova).

Call for Papers

Submission deadline: December 8, 2020.

Notice of acceptance: by December 31, 2020 .

This edition will be particularly devoted to young scholars: the call for papers is only open to PhD students who did not yet complete their PhD by the submission deadline

To submit your paper send an extended abstract (maximum 3 pages) to qfw2021@dse.univr.it. The extended abstract should contain the following information: title of the paper, name and affiliation of all the authors, name of the speaker and his/her PhD advisor, expected date of PhD defense.

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