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de Finetti Risk Seminars / Fausto Gozzi 24 Gennaio 2017

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture

Speaker: Fausto Gozzi (LUISS)

Partial Differential Equations (PDEs) in Infinite Dimension: Economic and Financial models.

"PDEs in Infinite Dimension" seems, already from the name, a very abstract and difficult subject. We aim at showing how it can be very useful in treating, in particular, economic and financial models. We start by presenting some motivating problems in Economic and Finance (e.g. Growth and Pricing/Hedging) which can be naturally attacked using, as main mathematical tools, infinite dimensional PDEs. 
We then point out the state of the art on these kind of problems and presrrent some recent results on them. 
Finally we will discuss the applicability of such results to the motivating problems and give some ideas on possible future developments.

Aula di Rappresentanza, Mathematics Department, via C. Saldini 50.  
Refreshment: 5:30 pm
Seminar: 6 pm
Scientific Committee:

Prof. Simone Cerreia-Voglio (Univ. Bocconi)
Prof. Marco Frittelli (Univ. degli Studi di Milano)
Prof. Fabio Maccheroni (Univ. Bocconi)
Prof. Massimo Marinacci (Univ. Bocconi)
Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca)
Dott. Marco Maggis (Univ. degli Studi di Milano) 
17 gennaio 2017
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