Sfoglia per Relatore
Calcolo di Malliavin e copertura di opzioni asiatiche
2009/2010 PAPAGNO, MARCO
Calibration and pricing under modified Heston non-affine stochastic volatility models
2021/2022 MANNA, ANGELO CORRADO SABINO
Calibrazione di un modello di rating per la gestione del rischio di credito
2009/2010 PARRETTA, CRISTIAN
A continuous time model for the soybeans market : parameters estimation and optimal hedging strategies computation
2020/2021 CASTELLI, DANIELE
Differenziazione automatica : teoria ed applicazioni in finanza
2016/2017 SCARAMUZZINO, NICOLA
Dinamica della volatilità implicita nei modelli a volatilità locale stocastica
2014/2015 CASATI, ANDREA
Distribution of maximum of underlyings in BlackandScholes and local volatility frameworks
2020/2021 PENNISI, SILVIA
EFSF pricing : a Marshall Olkin approach
2010/2011 CARCHEN, EMILIANO
Fast sampling from time-integrated bridges using deep learning
2020/2021 PEROTTI, LEONARDO
A framework for value-at-risk based margin model performance
2022/2023 STAMPINI, FRANCESCO
Funding value adjustment in OTC derivatives market : a quantitative study
2014/2015 FRANCHINI, FABIO ANDREA
Hawkes processes: pricing barrier options via Monte Carlo method
2022/2023 COLTRO, PAOLO
Hedging under basis risk : mathematical aspects and new perspectives
2022/2023 MARCHI, NICOLO'
Indici di performance e misure di liquidità : approcci alternativi
2011/2012 CORTI, ALESSANDRO DANIELE
Information process : properties and applications in a stochastic risk aversion case
2013/2014 BONANNI, DANIELE
Information processes in asset pricing : comparison between recovery theories and pricing kernel factorisation techniques
2014/2015 RUBERTO, LUIGI
Jump-diffusion processes application in finance
2009/2010 MATIUSSI RAMALHO, GUILHERME
A local-stochastic volatility model mimicking the rough Heston behaviour
2020/2021 DALL'ACQUA, ENRICO
Managing Cliff Effect in Benchmarks Reform's LIBOR transition
2021/2022 Di Luozzo, Giovanni Antonio
Modelling the dependence between PD and LGD. A new regulatory capital calculation with empirical analysis from the US mortgage market
2016/2017 MAIO, VITTORIO
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