Public seminar 14 September 2021 - Immacolata Olivia

Wednesday, 8 September, 2021

Notice of public seminar by Dr. Immacolata Olivia
pursuant to art. 11, paragraph 1, lett. k) of the Statute for the proposal to call an Associate Professor 
for the scientific-disciplinary sector SECS-S/06, competition sector 13/D4

The resources for the call of Dr. Immacolata Oliva, as associate professor at the outcome of the evaluation procedure, pursuant to and in the manner provided for by Article 24 paragraph 5 of Law 240/2010 reserved for RTDB researcher (called tenure track), have been included in the three-year personnel needs planning for the year 2022, approved by the Board of Directors on 17.12.2020 n.393, (as communicated by the Strategic Support and Planning Office of 12 May 2021 n° 337).

On the Transparency portal of the site of "Sapienza" University of Rome, the minutes of the Judging Commission of the evaluation procedure for the call to associate professor, pursuant to Article 24 paragraph 5 of Law 240/2010, of Dr. Immacolata have been published Oliva for the Competition Sector 13/D4 - SSD SECS-S/06 - at the Department of Methods and Models for Economy, Territory and Finance - Faculty of Economics. Therefore, we inform you that, having achieved a fully positive assessment of the teaching and research activities carried out and deemed suitable to cover the position of associate professor, on 14 September 2021, from 9:00 to 10:30, the Dr. Immacolata Oliva will hold the seminar in accordance with art. 11, paragraph 1, lett. k) of the Statute on research activities carried out and in progress.

Seminar title: Stochastic methods in Finance: an overview of the research activity

The seminar would like to provide an overview of the research activity recently carried out, with the specific intent of highlighting the main theoretical tools used, as well as the type of financial applications, by using advanced mathematical procedures, the application of classical and innovative econometric techniques, the development of original numerical algorithms.

The seminar can also be followed remotely by accessing the following link:

Rome 08/09/2021

The Director of the Department
Signed by Prof. Giorgio Alleva


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