Dissertation topics suggested by the teacher.
Recent dissertations supervised by the teacher.
First cycle degree programmes dissertations
- Costruzione e simulazione del Moto Browniano
- Entropia come misura d'incertezza
- The Compound Poisson Process
- The Lévy-Ciesielski Construction of Brownian Motion
Second cycle degree programmes dissertations
- 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
- Asymptotic expansion approach to Option Pricing in general stochastic volatility models
- Calibration and Smile Consistency in the SABR Model
- 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
- Hedging with physical or cash settlement under transient multiplicative price impact
- Matematica delle Assicurazioni Danni: un approccio stocastico alla Teoria del Rischio
- 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
- 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
- Stochastic Delay Differential Equations and a Path-Dependent Black-Scholes Formula: Theory and Numerical Implementation
- Teoria delle code per la gestione del personale.
- The Generalized IR Model
- The Impact Of Social Preferences On Preventive Behavior During Pandemics
- Title thesis abroad: An Analysis of the Catastrophe Bond Market
- Vulnerable Option Pricing under Correlated Default Intensity
