Foto del docente

Giacomo Bormetti

Full Professor

Department of Mathematics

Academic discipline: SECS-S/06 Mathematical Methods of Economics, Finance and Actuarial Sciences

Teaching

Recent dissertations supervised by the teacher.

First cycle degree programmes dissertations

  • Bitcoin vs stock market: esiste correlazione tra l’indice della più grande criptovaluta mondiale ed i principali indici azionari?
  • Green Bonds
  • Il Libro degli Ordini e i Processi di Markov
  • Markowitz's Optimal Portfolio Selection Process with an Excel Application
  • Stochastic Tools for Green Bond Pricing

Second cycle degree programmes dissertations

  • A Monte Carlo approach to Fractional Brownian Motion
  • Deep learning: an application to forecast the 10-year US treasury yield
  • Modelli Stocastici per la valutazione di un Total Return Swap
  • Quantitative Approaches to Risk Management and Portfolio Optimization in the Energy Market
  • Un algoritmo per la ricerca di cause radice