Foto del docente

Gian Luca Tassinari

Adjunct Professor

Department of Economics

Department of Statistical Sciences "Paolo Fortunati"

Department of Management

Teaching tutor

Department of Management

Department of Economics

Publications

M. L. Bianchi, S. V. Stoyanov, G. L. Tassinari, F. J. Fabozzi, e S. M. Focardi, Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management, World Scientific Handbook in Financial Economics Series: Volume 7, (World Scientific, Marzo 2019).

M. L. Bianchi, G. L. Tassinari, e F. J. FabozziRiding with the four horsemen and the multivariate normal tempered stable model”, International Journal of Theoretical and Applied Finance, Vol. 19, No. 4 (2016).

G. L. Tassinari, M. L. Bianchi, “Calibrating the smile with multivariate time-changed Brownian motion and the Esscher transform”, International Journal of Theoretical and Applied Finance, Vol. 17, No. 4 (2014).

G. L. Tassinari, C. Corradi, “Valuation of Collateralized Funds of Hedge Fund Obligations: a basket option pricing approach”, in M. Corazza and C. Pizzi, eds, Mathematical and Statistical Methods for Actuarial Sciences and Finance, (Springer, 2014).

G. L. Tassinari, C. Corradi, “Pricing equity and debt tranches of collateralized funds of hedge fund obligations: an approach based on stochastic time change and Esscher transformed martingale measure”, Quantitative Finance, 13 (2013), 1991-2010.

G.. L. Tassinari, Pricing equity and debt tranches of collateralized fund of hedge funds obligations”, Doctoral Thesis, Archivio istituzionale Università degli studi di Bergamo (Aisberg), Collezione del Dipartimento di Matematica, Statistica, Informatica ed Applicazioni, Febbraio 2009.

S. Mengoli, M. Spisni, G. L. Tassinari, “La Sensibilità Azionaria alle Variazioni dei Tassi di Interesse: un Tentativo di Stima della Duration Equity dell’Indice di Mercato Italiano”, AF Analisi Finanziaria, N. 60-4° Trim. 2005.