Sfoglia per Relatore
A strengthened framework for macro-prudential analysis and the assessment of systemic risk
2014/2015 BARBIC, GAIA
Additive normal tempered stable process: a new way to model the implied volatility surface
2021/2022 Azzone, Michele
Additive process for equity index derivatives
2017/2018 AZZONE, MICHELE
Un approccio analitico al model risk
2017/2018 BIANCHI, GIULIA
Approccio bayesiano all'estimation risk del requisito di capitale
2017/2018 CANEVISIO, ALESSANDRO
Artificial neural networks application to financial markets
2017/2018 GRASSI, STEFANO
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
Flexible forward : pricing and analysis under stochastic interest rates
2018/2019 GREGORI, FEDERICA
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
Mid-term probabilistic load forecasting with recurrent neural networks
2019/2020 Manzoni, Pietro
Modeling rating momentum in credit migrations
2021/2022 FIUMI, SIMONE
Modeling spread in European Union allowances market
2022/2023 Testa, Christopher
Modelli di temperatura per climi sub-tropicali
2018/2019 TAVERNA, MATTEO
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