Sfoglia per Relatore
A fast net-load probabilistic forecast with Kalman filter: an application to the Covid period in Great Britain
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A strengthened framework for macro-prudential analysis and the assessment of systemic risk
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Additive normal tempered stable process: a new way to model the implied volatility surface
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Additive process for equity index derivatives
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Un approccio analitico al model risk
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Approccio bayesiano all'estimation risk del requisito di capitale
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Artificial neural networks application to financial markets
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Bachelier modeling in single and double curve Interest Rates frameworks
2023/2024 Massaria, Michele Domenico
Calibration of the generalized Bessel squared process
2021/2022 PARAFIORITI, LUCA FABIO
Copertura rischio tasso d'interesse in Solvency II
2013/2014 POLITO, GREGORIO ANTONIO
Credit value adjustment e wrong way risk
2013/2014 PELLICIOLI, PAOLO
Fast simulation methods for Lévy-driven OU processes: an application to gas storage
2023/2024 Segarini, Simone Damiano
Flexible forward : pricing and analysis under stochastic interest rates
2018/2019 GREGORI, FEDERICA
Four essays in energy finance
2024/2025 Manzoni, Pietro
A general methodology for the simulation of Ornstein-Uhlenbeck-Lévy and Lévy-Ornstein-Uhlenbeck processes applied to option pricing
2021/2022 CASTELLANO, SEBASTIAN
Generalizzazione dei processi di Lévy per la calibrazione della superficie di volatilità implicita nei derivati azionari
2014/2015 ORSI, JEAN PHILIPPE
Interest rate derivative pricing and calibration in multicurve extension models
2017/2018 GEROSA, STEFANO
Long-term power consumption forecasting through weather conditions
2017/2018 MESSUTI, GIUSEPPE
Lower and upper bounds for basket options
NASTASI, EMANUELE
Measuring probability of default and loss given default in a real dataset
2018/2019 LAURIA, ALESSANDRO
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