Napoli, January 29-31, 2020

Alessandro Ciambrone
Alessandro Ciambrone, Napoli, Castel dell'Ovo, 60x120 cm, private collection

Aims and Scope

The University of Napoli Parthenope is pleased to host QFW2020, the XXI Workshop on Quantitative Finance from January 29 to January 31. The meeting is organized with the support of the Department of Management and Quantitative Studies.
QFW2020 is the XXI 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.

download the workshop flyer

General Information

To encourage and allow the widest possible participation, there is no registration fee. Submission of extended abstracts is encouraged, but simple presence is welcome too. Scientific Committee will select contributions eligible for discussed presentations, to foster debate and receive additional feedback. Full paper will be required to authors of discussed presentations.
The social dinner will take place on Thursday, 30th at Ristorante La Bersagliera, Borgo Marinari, 10/11, 80132 Napoli NA.


Extended Abstract (new deadline): 6 December 2019
Notification of Acceptance: 23 December 2019
Full paper for discussant: 10 January 2020

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 (Vienna University), Giuseppe De Marco (Università di Napoli Parthenope), 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 (Université Pierre et Marie Curie), Peter Tankov (Université Paris-Diderot), Josef Teichmann (ETH Zurich), Tiziano Vargiolu (Università di Padova)

Organizing Committee

Stefania Corsaro, Pasquale Luigi De Angelis, Giuseppe De Marco, Christian Di Pietro, Chiara Donnini, Ugo Fiore, Federica Gioia, Zelda Marino, Francesca Perla, Mariafortuna Pietroluongo, Giorgia Rivieccio, Armando Sacco, Gabriele Sampagnaro, Paolo Zanetti (Università Parthenope)


email: qfw2020@uniparthenope.it

Latest Editions

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