Sfoglia per Relatore
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
PORTFOLIO OPTIMIZATION AND CLIMATE RISK: DECARBONIZATION OF THE S&P 500 INDEX
2021/2022 ACERBI, PIETRO
SOVEREIGN BOND-BACKED SECURITIES: CAN FINANCIAL ENGINEERING PROVIDE AN EMU-WIDE SAFE ASSET? A THEORETICAL AND EMPIRICAL ANALYSIS
2020/2021 FABBRI, ALBERTO
Sports betting: a new asset class to bet on
2021/2022 TURCHETTO, DAVIDE
Stochastic modeling of inflation: a study of the Jarrow-Yildirim model
2022/2023 POLIGNANO, GIACOMO
Stochastic models for electricity prices: an application to the italian market
2020/2021 Paoletti, Laura
Strategie di pairs trading e applicazioni ai mercati energetici
2020/2021 BERTIPAGLIA, BEATRICE SOFIA
The Black-Litterman model in continuous time: analysis of the effect of biased expert forecasts on asset allocations
2022/2023 BOSCATO, LUCA
the forward market model for term rates based on the new interest rate benchmarks
2022/2023 PARSIOON, ELIKA
Legenda icone
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