LUISS Guido Carli University

We present an extension of Ito calculus to functionals of price paths. When applied in a diffusion framework to the expectation of a path dependent claim conditional on the path so far, it leads to a Black-Scholes like PDE for path dependent options, even if the path dependency cannot be summarized by a finite number of state variables, with the classical Gamma/Theta (properly defined) trade-off. It also gives an alternative expression of the Clark-Ocone formula for the Martingale Representation Theorem.

LUISS Cultural Activities are glad to present an event organized by a student from India under the program "Invest your talent in Italy":

28th April 2009, Viale Romania, bar courtyard

Turban Day

A seminar on "Incentives and motivations within organizations" will take place at Luiss, Viale Romania 32, Room 305 B on May 11 and 12 2009 at 9.15 h. See attached agenda.  

A seminar on "Incentives and motivations within organizations" will take place at Luiss, Viale Romania 32, Room 305 B on May 11 and 12 2009 at 9.15 h. See attached agenda.  

The conference is organized by LUISS with the economic support of Nato and the cooperation of the Italian Atlantic Committeee, in occasion of the Sixtieth anniversary of the North Atlantic Treaty Organization.

9.30 Introductory welcomes

Massimo Egidi, Rector of LUISS Guido Carli

Sebastiano Maffettone, Academic Dean of Political Science LUISS Guido Carli

Dario Antiseri, Director of the Department of History and Political Science LUISS Guido Carli

10.00 a.m.

Photo exposition at LUISS in cooperation with the Cultural Czech Institute, in the occasion of the Semester of Presidency of Czech Republic at the European Council.

For further information and registration: 06 37 35 86 29

Photo exposition at LUISS in cooperation with the Cultural Czech Institute, in the occasion of the Semester of Presidency of Czech Republic at the European Council.

For further information and registration: 06 37 35 86 29

Photo exposition at LUISS in cooperation with the Cultural Czech Institute, in the occasion of the Semester of Presidency of Czech Republic at the European Council.

For further information and registration: 06 37 35 86 29

Photo exposition at LUISS in cooperation with the Cultural Czech Institute, in the occasion of the Semester of Presidency of Czech Republic at the European Council.

For further information and registration: 06 37 35 86 29

Photo exposition at LUISS in cooperation with the Cultural Czech Institute, in the occasion of the Semester of Presidency of Czech Republic at the European Council.

For further information and registration: 06 37 35 86 29

Photo exposition at LUISS in cooperation with the Cultural Czech Institute, in the occasion of the Semester of Presidency of Czech Republic at the European Council.

For further information and registration: 06 37 35 86 29

John Zogby, President of Zogby International, will hold a seminar on "An Examination of Obama’s First 100 Days in the White House and What to Expect Next".

This annual event aims to let students and graduates meet all the LUISS job orientation initiatives and the Human resources directors of the major Italian and International companies, institutions and legal firms.