Aims and Scope

The University of Milano-Bicocca is pleased to host QFW2017, the XVIII Workshop on Quantitative Finance. QFW2017 is a polycentric interdisciplinary conference jointly organized by the Department of Economics (DEMS), the Department of Mathematics (MATAPP) and the Department of Statistics (DISMEQ) of the University of Milano-Bicocca, covering Mathematical Finance, Econophysics, Asset Pricing, Financial Econometrics, Statistics of Financial Markets and related topics.
After the success of last year's edition at Scuola Normale Superiore, we decided to expand the traditional format to two days and a half. We particularly encourage the participation of italian and foreign PhD students and young researchers, either working in the industry or in the academia. The workshop will be closed on Friday afternoon by a round table on Blockchain Finance.    

General Information

In order to allow the widest possible participation, there is no registration fee. Coffee-breaks, lunches and the social dinner will be offered by the sponsors. According to the tradition, each talk will have an official discussant, in order to favour stimulating discussions.


  • Extended Abstract: 1 December 2016
  • Full paper for discussant: 8 January 2017
  • Registrations will open on 15 September 2016.

Scientific Committee

Emilio Barucci (Politecnico di Milano), Giacomo Bormetti (Università di Bologna), Andrea Consiglio (Università di Palermo), Marco Frittelli (Università di Milano), Stefano Herzel (Università di Roma Tor Vergata), Fabrizio Lillo (Scuola Normale Superiore), Elisa Luciano (Università di Torino), Maria Elvira Mancino (Università di Firenze), Claudio Morana (Università di Milano-Bicocca), Massimo Morini (Banca Imi), Aldo Nassigh (Unicredit), Friedrich Hubalek (TU Wien), Mustafa Pinar (Bilkent University), Roberto Renò (Università di Verona), Mathieu Rosenbaum (Université Pierre et Marie Curie), Peter Tankov (Université Paris-Diderot), Josef Teichmann (ETH Zurich), Tiziano Vargiolu (Università di Padova).

Organizing Committee

Fabio Bellini (Università di Milano-Bicocca), Francesco Caravenna (Università di Milano-Bicocca), Claudio Morana (Università di Milano-Bicocca), Ilaria Peri (University of Greenwich), Giovanni Puccetti (Università di Milano).

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