Matematica finanziaria: colpevole o vittima?

Convegno

prof. Stefano Bonaccorsi

A 30 anni di distanza dalla formula di Black, Merton e Scholes, che ha segnato la nascita della matematica finanziaria, la crisi finanziaria del 2008/09 ha provocato una reazione di rigetto e ha gettato lunghe ombre di sospetto sul lavoro dei matematici in finanza. Ha ancora senso occuparsi di questo argomento? E poi, siamo sicuri di sapere di cosa stiamo parlando quando citiamo la matematica finanziaria? In questo intervento, si cercherà di interagire con il pubblico, mostrando come simulare un semplice mercato azionario. Si discuterà il paradosso di Parrondo e perché è conveniente gestire un portafoglio. Infine, si vuole enunciare il teorema fondamentale della matematica finanziaria: se non prendi nessun rischio, avrai un tasso di interesse a rischio nullo.

http://orienta.unitn.it/

parte di: Anteprima di una lezione all'università

organizzazione: Servizio orientamento dell'Università di Trento

quando

Giovedì, 19 Febbraio 2015

ore 14.30

dove

Via Sommarive, 5 Polo Ferrari Trento

Come arrivare

contatti

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DEV 192.168.105.41