Francesca Biagini
Francesca Biagini (born 31 July 1973) is a German and Italian mathematician specializing in mathematical finance, stochastic calculus, and probability theory. Topics in her research include fractional Brownian motion and portfolio optimization for inside traders. She is a professor of applied mathematics and vice president for international affairs and diversity at Ludwig Maximilian University of Munich, and president of the Bachelier Finance Society. Education and career Biagini was a high school student in Pistoia, and earned a laurea in mathematics in 1996 from the University of Pisa, under the mentorship of Margherita Galbiati. She completed a doctorate in 2001 at the Scuola Normale Superiore di Pisa, with the dissertation ''Quadratic hedging approach for interest rate models with stochastic volatility'' supervised by Maurizio Pratelli. She worked as an assistant professor at the University of Bologna from 1999 to 2005, when she moved to Ludwig Maximilian University of Munic ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Mathematical Finance
Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling in the financial field. In general, there exist two separate branches of finance that require advanced quantitative techniques: derivatives pricing on the one hand, and risk and portfolio management on the other. Mathematical finance overlaps heavily with the fields of computational finance and financial engineering. The latter focuses on applications and modeling, often with the help of stochastic asset models, while the former focuses, in addition to analysis, on building tools of implementation for the models. Also related is quantitative investing, which relies on statistical and numerical models (and lately machine learning) as opposed to traditional fundamental analysis when managing portfolios. French mathematician Louis Bachelier's doctoral thesis, defended in 1900, is considered the first scholarly work on ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Statistics
Statistics (from German language, German: ', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model to be studied. Populations can be diverse groups of people or objects such as "all people living in a country" or "every atom composing a crystal". Statistics deals with every aspect of data, including the planning of data collection in terms of the design of statistical survey, surveys and experimental design, experiments. When census data (comprising every member of the target population) cannot be collected, statisticians collect data by developing specific experiment designs and survey sample (statistics), samples. Representative sampling assures that inferences and conclusions can reasonably extend from the sample ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Scuola Normale Superiore Di Pisa Alumni
''Scuola'' ('school' in Italian; plural ''scuole'') is part of the name of many primary and secondary schools in Italy, Italian-language schools abroad, and institutes of tertiary education in Italy. Those are not listed in this disambiguation article. It may also refer to: Associations * The Scuole Grandi of Venice, religious confraternities with art collections * The Scuole Piccole of Venice, religious confraternities Artistic movements * Scuola Romana or Scuola di via Cavour, a 20th-century art movement in Rome * Giovane scuola The giovane scuola ("young school") refers to a group of Italian composers (mostly operatic) who succeeded Verdi and flourished in the late 19th and early 20th century. The group all had close connections with the Milan Conservatory and included ..., a group of Italian composers of the late 19th and early 20th centuries Other * '' La scuola'', 1995 Italian film * CISL Scuola, Italian labor union for teachers {{disambiguation ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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University Of Pisa Alumni
A university () is an institution of tertiary education and research which awards academic degrees in several academic disciplines. ''University'' is derived from the Latin phrase , which roughly means "community of teachers and scholars". Universities typically offer both undergraduate and postgraduate programs. The first universities in Europe were established by Catholic monks. The University of Bologna (), Italy, which was founded in 1088, is the first university in the sense of: *being a high degree-awarding institute. *using the word (which was coined at its foundation). *having independence from the ecclesiastic schools and issuing secular as well as non-secular degrees (with teaching conducted by both clergy and non-clergy): grammar, rhetoric, logic, theology, canon law and notarial law.Hunt Janin: "The university in medieval life, 1179–1499", McFarland, 2008, , p. 55f.de Ridder-Symoens, Hilde''A History of the University in Europe: Volume 1, Universities in th ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Probability Theorists
Probability is a branch of mathematics and statistics concerning events and numerical descriptions of how likely they are to occur. The probability of an event is a number between 0 and 1; the larger the probability, the more likely an event is to occur."Kendall's Advanced Theory of Statistics, Volume 1: Distribution Theory", Alan Stuart and Keith Ord, 6th ed., (2009), .William Feller, ''An Introduction to Probability Theory and Its Applications'', vol. 1, 3rd ed., (1968), Wiley, . This number is often expressed as a percentage (%), ranging from 0% to 100%. A simple example is the tossing of a fair (unbiased) coin. Since the coin is fair, the two outcomes ("heads" and "tails") are both equally probable; the probability of "heads" equals the probability of "tails"; and since no other outcomes are possible, the probability of either "heads" or "tails" is 1/2 (which could also be written as 0.5 or 50%). These concepts have been given an axiomatic mathematical formaliza ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Italian Women Mathematicians
Italian(s) may refer to: * Anything of, from, or related to the people of Italy over the centuries ** Italians, a Romance ethnic group related to or simply a citizen of the Italian Republic or Italian Kingdom ** Italian language, a Romance language *** Regional Italian, regional variants of the Italian language ** Languages of Italy, languages and dialects spoken in Italy ** Italian culture, cultural features of Italy ** Italian cuisine, traditional foods ** Folklore of Italy, the folklore and urban legends of Italy ** Mythology of Italy, traditional religion and beliefs Other uses * Italian dressing, a vinaigrette-type salad dressing or marination * Italian or Italian-A, alternative names for the Ping-Pong virus, an extinct computer virus * ''Italien'' (magazine), pro-Fascist magazine in Germany between 1927 and 1944 See also * * * Italia (other) * Italic (other) * Italo (other) * The Italian (other) * Italian people (other) Italian ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Living People
Purpose: Because living persons may suffer personal harm from inappropriate information, we should watch their articles carefully. By adding an article to this category, it marks them with a notice about sources whenever someone tries to edit them, to remind them of WP:BLP (biographies of living persons) policy that these articles must maintain a neutral point of view, maintain factual accuracy, and be properly sourced. Recent changes to these articles are listed on Special:RecentChangesLinked/Living people. Organization: This category should not be sub-categorized. Entries are generally sorted by family name In many societies, a surname, family name, or last name is the mostly hereditary portion of one's personal name that indicates one's family. It is typically combined with a given name to form the full name of a person, although several give .... Maintenance: Individuals of advanced age (over 90), for whom there has been no new documentation in the last ten ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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1973 Births
Events January * January 1 – The United Kingdom, the Republic of Ireland and Denmark 1973 enlargement of the European Communities, enter the European Economic Community, which later becomes the European Union. * January 14 - The 16-0 1972 Miami Dolphins season, Miami Dolphins defeated the 1972 Washington Redskins season, Washington Redskins in Super Bowl VII, with the Dolphins ending the season a perfect 17-0. This marked the first and only time that an NFL team has had a perfect undefeated season, an achievement the team holds to this day. * January 15 – Vietnam War: Citing progress in peace negotiations, U.S. President Richard Nixon announces the suspension of offensive action in North Vietnam. * January 17 – Ferdinand Marcos becomes President for Life of the Philippines. * January 22 ** ''Joe Frazier vs. George Foreman, The Sunshine Showdown'': George Foreman defeats Joe Frazier to win the heavyweight world boxing championship in Kingston, Jamaica. ** A Royal Jorda ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Monograph
A monograph is generally a long-form work on one (usually scholarly) subject, or one aspect of a subject, typically created by a single author or artist (or, sometimes, by two or more authors). Traditionally it is in written form and published as a book, but it may be an artwork, audiovisual work, or exhibition made up of visual artworks. In library cataloguing, the word has a specific and broader meaning, while in the United States, the Food and Drug Administration uses the term to mean a set of published standards. Written works Academic works The English term ''monograph'' is derived from modern Latin , which has its root in Greek. In the English word, ''mono-'' means and ''-graph'' means . Unlike a textbook, which surveys the state of knowledge in a field, the main purpose of a monograph is to present primary research and original scholarship. This research is presented at length, distinguishing a monograph from an article. For these reasons, publication of a monograph ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Bernt Øksendal
Bernt Karsten Øksendal (born 10 April 1945 in Fredrikstad) is a Norwegian mathematician. He completed his undergraduate studies at the University of Oslo, working under Otte Hustad. He obtained his PhD from University of California, Los Angeles in 1971; his thesis was titled ''Peak Sets and Interpolation Sets for Some Algebras of Analytic Functions'' and was supervised by Theodore Gamelin. In 1991, he was appointed as a professor at the University of Oslo. In 1992, he was appointed as an adjunct professor at the Norwegian School of Economics and Business Administration, Bergen, Norway. His main field of interest is stochastic analysis Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created an ..., including stochastic control, optimal stopping, stochastic ordinary and partial differential ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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University Of Hanover
A university () is an institution of tertiary education and research which awards academic degrees in several academic disciplines. ''University'' is derived from the Latin phrase , which roughly means "community of teachers and scholars". Universities typically offer both undergraduate and postgraduate programs. The first universities in Europe were established by Catholic monks. The University of Bologna (), Italy, which was founded in 1088, is the first university in the sense of: *being a high degree-awarding institute. *using the word (which was coined at its foundation). *having independence from the ecclesiastic schools and issuing secular as well as non-secular degrees (with teaching conducted by both clergy and non-clergy): grammar, rhetoric, logic, theology, canon law and notarial law.Hunt Janin: "The university in medieval life, 1179–1499", McFarland, 2008, , p. 55f.de Ridder-Symoens, Hilde''A History of the University in Europe: Volume 1, Universities in the Middl ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |