Rome May, 10th 2024

Agenda

The power of Derivatives: Pricing and Hedging of Power Purchase Agreements

The power of Derivatives: Pricing and Hedging of Power Purchase Agreements

h 10.00 - 11.00

Christian Kappen

Manager at d-fine

Interest Rates modelling following the transition from IBOR to the new RFRs

Interest Rates modelling following the transition from IBOR to the new RFRs

h. 11.00– 12.00

Vincenzo Russo

Head of Group Life and Health Risk Capital Model at Generali

Time is money: Interest rates in non-life insurance models

Time is money: Interest rates in non-life insurance models

h. 12.00 - 13.00

Julia Eisenberg

Associate Professor at Vienna University of Technology, Department of Financial and Actuarial Mathematics

Lunch

h. 13:00 – 14:00
TBA

TBA

h. 14:00 – 15:00

Claudio Fontana

Full Professor at the University of Padova, Department of Mathematics "Tullio Levi-Civita"

 

TBA

TBA

h. 15:00 – 16:00

Andrea Claudio Cosentini

Head of Data Science & AI at Intesa Sanpaolo