Academic research on Quantitative Finance in Italy today

Examples of problems typically investigated in quantitative finance are: financial and insurance risk measurement and hedging; management of the financial portfolio of a company; investigation on the behaviour of different economic variables and connections among them, like as catching the statistical properties of the variables, constructing models and studying their properties; understanding contagion phenomena of financial crisis; forecasting important economic variables. Such topics require careful observation of the economic environment and of the financial markets, ability to model the most relevant variables, ability to study the probabilistic and statistical properties of the models and using them to quantify risks or at forecasting aims, so to give practical indications and possibly suggest rational political decisions. The relatively small scientific Italian community meets annually at the Workshop on Quantitative Finance, which in fact is internationally open and well represents the research in the field. I briefly illustrate the history and some features of the Workshop and summarize the 14 talks which were selected for an oral presentation in the 2021 edition. I conclude with personal evaluations and wishes for the future.