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Tipologia Anno Titolo Titolo inglese Autore File
Lauree triennali 2021 Benchmark approach a tempo discreto: il portafoglio di crescita ottimale (GOP) e applicazioni. Benchmark approach in discrete time: growth optimal portfolio (GOP) and applications. MARANGONI, ALESSANDRO
Lauree triennali 2024 Bond Valuation: Price and Yield Analysis Bond Valuation: Price and Yield Analysis PRIANTE, FRANCESCA
Lauree magistrali 2024 Bridging meteorology and finance: Italian temperatures for weather derivatives Bridging meteorology and finance: Italian temperatures for weather derivatives D'ANGELO, ARIANNA
Lauree magistrali 2023 Carbon default swap - from brownian motion to carbon risk Carbon default swap - from brownian motion to carbon risk ZAZZARON, TOMMASO
Lauree triennali 2020 Condizioni necessarie e sufficienti per equilibri di Nash ed un'applicazione - Albieri, Luca
Lauree magistrali 2024 CORRELATED EQUILIBRIA FOR DEMAND RESPONSE IN ELCTRICITY MARKETS CORRELATED EQUILIBRIA FOR DEMAND RESPONSE IN ELCTRICITY MARKETS D'ANDOLFI, LAURA
Lauree magistrali 2017 Dalle stime empiriche dell' indice di Hurst al modello rough fractional stochastic volatility - Broccoletti, Jenny
Lauree triennali 2024 Deep Learning and Traditional Methods: A Critical Comparison for Sales Forecasting in the Pharmaceutical Sector Deep Learning and Traditional Methods: A Critical Comparison for Sales Forecasting in the Pharmaceutical Sector SORTINO, FRANCESCO
Lauree magistrali 2024 Electricity price in Italy: a Bayesian calibration using Markov Chain Monte Carlo methods Electricity price in Italy: a Bayesian calibration using Markov Chain Monte Carlo methods TARGON, ALBERTO
Lauree magistrali 2023 Financial Hawkes based modeling across time scales and application to the study of market impact Financial Hawkes based modeling across time scales and application to the study of market impact ZANNI, DAVIDE
Lauree triennali 2022 Financial Modeling under Rough and Fractional Stochastic Volatility Financial Modeling under Rough and Fractional Stochastic Volatility DAPPORTO, ANTONIO
Lauree magistrali 2023 Forecasting refinancing costs for Asset and Liability Management in French Mortgage Credit: theory and practice Forecasting refinancing costs for Asset and Liability Management in French Mortgage Credit: theory and practice FABRIS, GIULIA
Lauree magistrali 2024 Fourier-Laplace transforms in polynomial Ornstein-Uhlenbeck volatility models: theory and practice Fourier-Laplace transforms in polynomial Ornstein-Uhlenbeck volatility models: theory and practice NICOLE', MARIAGIULIA
Lauree triennali 2020 Game Theory: from strategic form to mixed strategies Game Theory: from strategic form to mixed strategies VELOTTI, FULVIO
Lauree magistrali 2022 GAME-THEORETICAL ANALYSIS OF A GLOBAL AGREEMENT TO HALT DEFORESTATION GAME-THEORETICAL ANALYSIS OF A GLOBAL AGREEMENT TO HALT DEFORESTATION ZIPPO, ILENIA
Lauree triennali 2021 Gestione ottima dei dividendi con iniezione di capitale, a tempo discreto Optimal dividend policy with capital injection in discrete time REGHELIN, TOMASO
Lauree magistrali 2024 Hawkes processes: stochastic control and cyber-security Hawkes processes: stochastic control and cyber-security PARPINEL, ESTER
Lauree triennali 2024 Il modello ARMA: il caso Bata The ARMA model: the Bata case SLAVEVA, KRISTINA STEFANOVA
Lauree triennali 2022 L’impatto del cavo NordLink sulle emissioni di CO2: un’analisi stocastica The impact of the NordLink cable on CO2 emissions: a stochastic analysis FOGLIO, CAMILLA
Lauree magistrali 2023 Managing Liquidity Risk in Open-Ended Investment Funds: A Regulatory and Strategic Analysis. Managing Liquidity Risk in Open-Ended Investment Funds: A Regulatory and Strategic Analysis. PIRODDI, COSTANZA
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