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Mostrati risultati da 9 a 28 di 40
Tipologia Anno Titolo Titolo inglese Autore File
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
Lauree triennali 2024 Mean Field Games with Common Noise: Modeling Systemic Financial Decarbonization Mean Field Games with Common Noise: Modeling Systemic Financial Decarbonization MAGNANINI, ALICE
Lauree triennali 2022 Modelli (deterministici e stocastici) per la diffusione di malattie infettive a tempo discreto e continuo (Deterministic and stochastic) models for the diffusion of infectious diseases at discrete and continuous time FAZZINI, FRANCESCA
Lauree triennali 2021 Mortality options: analisi della gestione del rischio di mortalità di un assicuratore Mortality options: insurer's mortality risk management BATTISTIN, VALENTINA
Lauree triennali 2017 Moto Browniano frazionario e stima del parametro di Hurst nei modelli a volatilità stocastica - Smorgoni, Sofia
Lauree triennali 2021 Persuasione Bayesiana: modelli e applicazioni Bayesian persuasion: models and applications VOLTAN, NICOLO'
Lauree magistrali 2020 Prezzaggio di opzioni su commodity con manipolazione dei prezzi: tre esempi. Commodity option pricing with price manipulation: three examples. MANCUSO, FILIPPO
Mostrati risultati da 9 a 28 di 40
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