Dissertation topics suggested by the teacher.
see section "Research" https://www.unibo.it/sitoweb/marco.bianchetti/research
Recent dissertations supervised by the teacher.
Second cycle degree programmes dissertations
- Accurate method for option sensitivities: Chebyshev Interpolation
- Extended SABR Model and New Financial Benchmarks: an efficient and low bias Monte Carlo approach
- On the calibration and applicability of the Backward-looking SABR model in the post-IBOR world
- Option Based Financial Bubble Detection
