Argomenti di tesi proposti dal docente.
Ultime tesi seguite dal docente
Tesi di Laurea
- catene di markov
esplorando l'evoluzione stocastica senza memoria
- Costruzione e simulazione del Moto Browniano
- Entropia come misura d'incertezza
- Review of stochastic approach to chemical kinetics and exact simulation algorithms
- The Compound Poisson Process
- The Lévy-Ciesielski Construction of Brownian Motion
Tesi di Laurea Magistrale
- A Review of Stochastic Calculus for Fractional Brownian Motion with H>1/2
- Analisi e calibrazione del modello Binomiale per il prezzaggio delle opzioni
- Analytical Approximations for European Option Prices in the Stein-Stein Stochastic Volatility Model
- Approssimazione numerica del valore di Shapley e applicazioni
- Asymptotic expansion approach to Option Pricing in general stochastic volatility models
- Calibration and Smile Consistency in the SABR Model
- Comparative analysis of methods for pricing floating strike lookback put options
- Comparing Classical Option Pricing Models and Lévy-Based Models
- Comparison of numerical methods of stochastic differential equations
- Construction and Efficiency of a Portfolio in the Retail Industry Based on the “E” Factor of ESG
- Covariance-Based Forecasting and Risk-Adjusted Performance
under Fractional Brownian Motion
- CRUSH Causal Regularization Under Shifted
Heterogeneity
- Distribution-Free Predictive
Inference in Energy Markets:
A Conformal Prediction Approach to the Italian Gas Market
- ESG Integration and Portfolio Optimization:
An Empirical study on risk-return performance
- Fractional Ornstein-Uhlenbeck process to forecast realized volatility
- Hedging with physical or cash settlement under transient multiplicative price impact
- La Geometria degli Equilibri: Un'Indagine sull'Algoritmo di Lemke-Howson per i Giochi Bimatrice
- Metodi di scelta per la linea
di un prodotto: confronto tra
TURF e Valore di Shapley
- Metodi Monte Carlo per il prezzaggio di opzioni asiatiche in modelli di mercato binomiali
- Monte Carlo Method in the Schöbel-Zhu Model
- Option pricing approximation under the CEV diffusion model
- Pricing American Options: Analysis of a Primal-Dual Simulation Algorithm
- Processi stocastici nell'ambito assicurativo ramo danni
- Risk models and backtesting.
End of internship report
- Rough Fractional Stochastic Volatility: A Tale of Two Measures
- Square Root process and Heston model: theory and implementation
- Teoria delle code per la gestione del personale.
- The Dynamics of Local Volatility and Dupire’s Approach
- The Generalized IR Model
- The Impact Of Social Preferences On Preventive Behavior During Pandemics
Tesi di Dottorato
- Chemical diffusion master equations: analytical solutions and applications
