Dissertation topics suggested by the teacher.
- Computational methods for American Options
- Interest rates models and fixed income derivatives
- MC variance reduction methods in option pricing
- Model risk
- Models for Energy Derivatives
Recent dissertations supervised by the teacher.
First cycle degree programmes dissertations
- Delta Hedging
- Metodo Monte Carlo per prezzare le opzioni
Second cycle degree programmes dissertations
- Modelli GLM per il lapse risk nei fondi
pensione
- Strumenti e modelli per la gestione del longevity risk
