Dissertation topics suggested by the teacher.
Recent dissertations supervised by the teacher.
Second cycle degree programmes dissertations
- Credit Valuation Adjustment (CVA) in Derivatives: Quantitative Modeling, Simulation and Regulatory Context
- Fractional Brownian Motion: Numerical Simulation Methods and Applications in Financial Markets
- From Value-at-Risk to Expected Shortfall: The Impact of Estimation Methods on Market Risk Capital under Basel 2.5 and Basel III
- The Role of Copula Functions in CDO Pricing: A Critical Analysis
