Sfoglia per Relatore
A comparative analysis of resampling efficiency and Black-Litterman portfolio optimization
2021/2022 BONETTI, NICOLÒ
A shadow rate model applied to the eurozone: real time estimation and model implied liftoff forecasts
2021/2022 RONCHI, CRISTIANO
A stochastic control perspective of multi-curve term structures under the benchmark approach
2021/2022 PAVARANA, SIMONE
An affine jump-diffusion model in the negative rates environment
2020/2021 Rossato, Chiara
Analysis and comparison of ESG and MSCI index in terms of portfolio allocation
2021/2022 MARTELLA, ANDREA DONATO
Approximating the Growth Optimal Portfolio and its applications in quantitative finance
2022/2023 PIZZEGHELLO, RICCARDO
Climate derivatives: sharing the long-term climate related risks
2021/2022 ANTONELLO, DIEGO
Cointegration-based Pairs Trading Strategies and their application to Commodity Markets
2020/2021 VEZZARO, FEDERICA
Credit risk analysis with machine learning techniques in the PSD2 framework: the Buddybank case study
2020/2021 Canzian, Tommaso
Deep learning with long short-term memory for stock market predictions and portfolio optimization
2021/2022 Fiorentino, Felice
The geometry of interest rates in a post-crisis framework
2019/2020 Lanaro, Giacomo
Inflation derivatives and stochastic models for inflation
2022/2023 FRISON, MATTEO
Inflation modelling with affine continuous-time models. An application to the Italian case with an estimation of the cost of public debt.
2020/2021 Venturi, Giulio Carlo
Interest rate derivatives pricing: from the single to the multiple curve framework. Calibration of the Hull-White model using cap volatilities.
2020/2021 Piazza, Tommaso
LIBOR transition: new risk-free rates models and their use for derivative pricing
2021/2022 REDI, CLAUDIA
Life insurance contract valuation in a stochastic mortality framework: theory and application
2019/2020 Carta, Francesco
Machine Learning and Portfolio Optimization: an application to Italian FTSE-MIB Stocks
2022/2023 MASIERO, ANDREA
Modelling and valuation of temperature-based weather derivatives under the benchmark approach.
2023/2024 SMITH, NOEMI
Oltre il Libor: modelli per i risk-free rates
2020/2021 Sumiti, Alessandra
Pairs trading strategies: a cointegration-based approach
2020/2021 Piallini, Edoardo
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