09:30	Matteo Marsili	TBA	14:40	Simona Sanfelici	Non parametric volatility estimation with high frequency data in Finance
10:10	Fulvio Baldovin	Modeling market evolution through scaling	15:20	Andrea Zaccaria	Asymmetric statistics of financial markets: the role of discreteness and evidence for strategic order placement
10:30	Marco Bardoscia	A Dynamical Model of Operational Risk	15:40	Giacomo Bormetti	Derivatives Pricing and Risk Management under Stochastic Volatility
10:50	pausa caffè		16:00	pausa caffè
11:20	Pierluigi Contucci	Correlation Inequalities and the Inverse Problem in Statistical Mechanics	16:00	Rosario Mantegna	Econophysics: Some traits of a hybrid discipline
12:00	Matthieu Cristelli	The mystery of Zipf's Law and Rank-Size Laws	17:10	Fabrizio Altarelli	Online optimization for internet advertising
12:20	Mario Menegatti	Scelte di risparmio in condizioni di incertezza: alcuni risultati recenti sulla forma della funzione di utilità.	17:30	Luca Spadafora	Adiabaticity Conditions for Volatility Smile in Black-Scholes Pricing Model