Keynote lectures will be held by
XVIII International Conference on Finance and Banking FI BA 2021
Euro Working Group for Commodities and Financial Modelling 63rd Meeting
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Professor Rita Laura D'Ecclesia, PhD. (Sapienza University of Rome) |
Rita Laura D’Ecclesia is Professor of Quantitative Methods in Economics and Finance at University “La Sapienza”, Rome, Director of the PhD program in Finance and Economics, President of the Euro Working Group for Commodities and Financial Modelling and Chair of the International Summer School on Risk Measurement and Control. She teaches currently Asset Pricing and Commodities, Risk Management, Mathematical Finance at undergraduate, graduate and PhD level. As visiting Professor at Birkbeck University of London (2008-2015) she taught Finance and Commodities classes for MSc Courses. Also, she presented advanced training courses for international companies in UK, Sweden, Netherlands and France.
She has a broad expertise and deep understanding of financial markets, price modelling, and optimization techniques both in academia and bank industry. At the moment she is in the Board of Banco BPM, the third largest Bank in Italy. Her research topics spread from portfolio optimization to pricing financial securities and commodities.
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Professor Professor Werner De Bondt, PhD. (DePaul University in Chicago) |
Werner De Bondt (Ph.D., Cornell University, 1985) is Professor of Finance (emeritus) and Founding Director of the Richard H. Driehaus Center for Behavioral Finance at DePaul University in Chicago. In past years, he was the Frank Graner Professor of Investment Management at the University of Wisconsin-Madison and the Thomas F. Gleed Endowed Chair of Business Administration at Seattle University. He has taught at universities in Belgium, The Netherlands and Switzerland as well.
Werner De Bondt is one of the founders of behavioral finance. He studies the psychology of investors and financial markets. His publications have appeared in top academic journals such as the Journal of Finance or the American Economic Review. He is a frequent speaker to academics and business professionals around the globe.
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Professor Damiano Brigo, PhD. (Imperial College, London) |
Damiano Brigo is head of group and chair in Mathematical Finance and Stochastic Analysis at Imperial College, London. Professor Brigo's previous roles include Gilbart Professor and Head of Group at King's College London, Managing Director and Quantitative Innovation Global Head in Fitch Ratings, Head of Credit Models in Banca IMI and Fixed Income Professor at Bocconi. Professor Brigo is in the board of a number of financial institutions. He published more than 100 works in journals for Mathematical Finance, Systems Theory, Probability and Statistics, and books for Springer and Wiley that became field references in stochastic interest rate and credit modelling. He has been the most cited author in Risk Magazine in 1998-2017 and is in the Editorial board of a number of scientific journals. Professor Brigo holds a PhD in stochastic filtering with differential geometry.
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o. Univ.-Prof. Mag. Dr. Georg Pflug Pflug (University of Wien) |
Born in 1951, Georg Pflug studied Law, Mathematics and Statistics at the University of Vienna. He was Professor at the University of Giessen, Germany and is now Full Professor at the University of Vienna and Head of the Computational Risk Management Group. He is also part time research scholar at the International Institute of Applied Systems Analysis, Luxemburg, Austria. Georg Pflug's interests include Stochastic Modelling, Stochastic Optimization, Measuring and Managing of Risks and Applications in Finance (including Pension Funds), Insurance, Energy and Shape Design.
Georg Pflug held visiting positions University of Bayreuth, Michigan State University, University of California at Davis, Université de Rennes, Technion Haifa and Princeton University. He is currently Associate Editor of 10 international journals and author of 4 books, editor of 6 books, and more than 100 publications in refereed journals.
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fiba@fin.ase.ro
