2:30 p.m.
Luca Regis Università di Torino e Collegio Carlo Alberto
Stochastic models for firms’ capital structure decisions
The talk focuses on how mathematical models can help understand how firms take their capital structure decisions. In particular, I will consider two problems. First, I illustrate a static model of a business group that chooses optimally the amount of debt issued by its units, which are linked by guarantees. Then, I address the dynamic, continuous-time stochastic control problem of a regulated firm that chooses its dividend policy, when dividends can be taxed.
3:45 p.m.
Stefano Pagliarani
An introduction to the applications of AI in mathematical finance
The rapid development of machine learning and artificial intelligence has significantly impacted the field of stochastic modeling, both in theoretical research and practical applications. In this presentation, I will provide an overview of some key areas of application, including the numerical resolution of stochastic differential equations, uncertainty quantification, and model calibration. I will also discuss the mathematical methodologies underlying these approaches. Finally, I will address current challenges related to robustness, generalization, and the integration of domain-specific knowledge into data-driven frameworks.
4:05 p.m.
Andrea Pascucci
Stochastic Models in Finance
This presentation provides an overview of the main stochastic models used in quantitative finance, highlighting their theoretical foundations and applications. We'll discuss both classic and recent approaches, with reference to problems in pricing, hedging, and risk management. The aim of this talk is to outline the central role of probabilistic modeling in modern financial markets.
4:25 p.m.
Fabrizio Lillo
AI & Machine Learning in quantitative finance
Mathematics and quantitative methods as tools for understanding and enhancing the use of AI & ML methodologies in the world of finance and the banking industry. Some case studies on their use in the financial field, with particular attention to the contribution that mathematics can bring, and the open challenges that the world of industry is facing for the implementation and use of these methodologies.
4:45 p.m
Costanza Catalano Banca d'Italia
Mathematics and AI in central banking
Central banks perform a range of critical functions, from ensuring financial stability through monetary policy to supervising banks and overseeing payment systems. In recent years, the Bank of Italy has emerged at the forefront of artificial intelligence (AI) adoption among central banks. This talk will examine the role of mathematics and AI within the Bank of Italy, offering an overview of key application areas and presenting concrete use cases—from financial modeling to automated reasoning systems for supervisory activities. The discussion will also reflect on the challenges and opportunities that mathematics and AI presents in the central banking context.
5:05 p.m.
Marco Bianchetti Intesa San Paolo
Financial risk government: from theorems to decisions
5:25 p.m.
Carla Mereu D-Fine
Modern interest risk management between economics and regulation
Management of interest rate risks has long been one of the core competences of a bank, even before the increase of interest rates and inflation. Nevertheless, a modern approach to strategies and implemetation is imperative to stay competitive in the long run, due to both the speed of the market evolution and the always increasing regulatory requirements.
5:45 p.m.
Cosimo Senni Guidotti Magnani Stellantis
In a world of changing values, mathematicians still count.
What can a mathematician really do in today’s unpredictable job market? A lot more than you might think. In this talk, I’ll take you behind the scenes of my journey from academia to industry, after a PhD in mathematics and over 14 years working in a global company.
We’ll dive into how hard skills open the door—but soft skills build the future. You’ll discover how mathematicians find their place (and make a difference) in roles you might not expect: from cybersecurity to business strategy, from finance to project management.
We’ll also talk about what really matters once you land the job: creativity, relationships, recognition, balance—and how your mathematical mindset can be your strongest asset, especially in a world that needs clarity, structure, and smart thinking more than ever.
And yes, I’ll share how I helped bring several fellow mathematicians into the automotive industry—sometimes where no one expected them.
If you’ve ever wondered how far math can take you: this talk is for you.