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Tipologia Anno Titolo Titolo inglese Autore File
Lauree magistrali 2021 A comparative analysis of resampling efficiency and Black-Litterman portfolio optimization A comparative analysis of resampling efficiency and Black-Litterman portfolio optimization BONETTI, NICOLÒ
Lauree magistrali 2021 A shadow rate model applied to the eurozone: real time estimation and model implied liftoff forecasts A shadow rate model applied to the eurozone: real time estimation and model implied liftoff forecasts RONCHI, CRISTIANO
Lauree magistrali 2021 A stochastic control perspective of multi-curve term structures under the benchmark approach A stochastic control perspective of multi-curve term structures under the benchmark approach PAVARANA, SIMONE
Lauree magistrali 2020 An affine jump-diffusion model in the negative rates environment - Rossato, Chiara
Lauree magistrali 2021 Analysis and comparison of ESG and MSCI index in terms of portfolio allocation Analysis and comparison of ESG and MSCI index in terms of portfolio allocation MARTELLA, ANDREA DONATO
Lauree magistrali 2022 Approximating the Growth Optimal Portfolio and its applications in quantitative finance Approximating the Growth Optimal Portfolio and its applications in quantitative finance PIZZEGHELLO, RICCARDO
Lauree magistrali 2021 Climate derivatives: sharing the long-term climate related risks Climate derivatives: sharing the long-term climate related risks ANTONELLO, DIEGO
Lauree magistrali 2020 Cointegration-based Pairs Trading Strategies and their application to Commodity Markets Cointegration-based Pairs Trading Strategies and their application to Commodity Markets VEZZARO, FEDERICA
Lauree magistrali 2020 Credit risk analysis with machine learning techniques in the PSD2 framework: the Buddybank case study - Canzian, Tommaso
Lauree magistrali 2021 Deep learning with long short-term memory for stock market predictions and portfolio optimization - Fiorentino, Felice
Master 2019 The geometry of interest rates in a post-crisis framework - Lanaro, Giacomo
Lauree magistrali 2022 Inflation derivatives and stochastic models for inflation Inflation derivatives and stochastic models for inflation FRISON, MATTEO
Lauree magistrali 2020 Inflation modelling with affine continuous-time models. An application to the Italian case with an estimation of the cost of public debt. - Venturi, Giulio Carlo
Lauree magistrali 2020 Interest rate derivatives pricing: from the single to the multiple curve framework. Calibration of the Hull-White model using cap volatilities. - Piazza, Tommaso
Lauree magistrali 2021 LIBOR transition: new risk-free rates models and their use for derivative pricing LIBOR transition: new risk-free rates models and their use for derivative pricing REDI, CLAUDIA
Lauree magistrali 2019 Life insurance contract valuation in a stochastic mortality framework: theory and application - Carta, Francesco
Lauree magistrali 2022 Machine Learning and Portfolio Optimization: an application to Italian FTSE-MIB Stocks Machine Learning and Portfolio Optimization: an application to Italian FTSE-MIB Stocks MASIERO, ANDREA
Lauree magistrali 2023 Modelling and valuation of temperature-based weather derivatives under the benchmark approach. Modelling and valuation of temperature-based weather derivatives under the benchmark approach. SMITH, NOEMI
Lauree magistrali 2020 Oltre il Libor: modelli per i risk-free rates - Sumiti, Alessandra
Lauree magistrali 2020 Pairs trading strategies: a cointegration-based approach - Piallini, Edoardo
Mostrati risultati da 1 a 20 di 28
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