Argomenti di tesi proposti dal docente.
Ultime tesi seguite dal docente
Tesi di Laurea Magistrale
- A copula-based approach for the pricing of Energy Quanto Options
- An overview of credit risk: default, derivatives, spreads and models
- Asset Allocation Methods using Machine Learning and Forecasted Volatility: An Empirical Analysis based of the S&P 500
- Bermudan Swaption Pricing under the Cheyette Model.
- Climate extreme events and their financial consequences: a focus on drought and temperature impact
- clustering stocks by esg criteria:
financial performance implications
- Commercial Cross Border Electricity
Flow Forecasting Under The EUPHEMIA
Setting: The Case Of Germany
- Considering Investors with Different Green Preferences in the Decarbonisation of Financial Markets: a Mean-Field Game Approach
- Corporate Sustainability: Advantages and Resilience of Stock Performance
- Credit risk, ESG Ratings and Vine Copula models for tail dependence
- developing a temperature risk model for climate resilience in infrastructure: the esa4 project case study
- diffusion on manifolds for Stein's method of exchangeable pairs
- Digital Economy Energy Tokens as a new financing mechanism for Energy Security
- Double degree (DD) student in QF - University of Paris-Saclay (Lucas RODRIGUEZ)
- electricity price and climate risk hedging in italy: a machine learning approach
- energy uncertainty news connectedness analysis: visegrad group behaviour
- Entropic Fictitious Play for Mean-Field Optimization Problems
- Equity Characteristic-based Factor Models applied for Portfolio Strategies
- Evaluating Risk Measures: A Comparative Analysis of Value at Risk (VaR) and Expected Shortfall (ES)
- Evaluation of NYSE and Nasdaq stock portfolios constructed for different ESG level criteria
- extraction method of actionable signals using technical analysis tools
- Financial Quantum Model
- Focus on wheat market: specific features and climate change
- Forecasting Gas-CHP Power Plant Generation: A Comparative Analysis of Time Series and Machine Learning Models
- Forecasting Unemployment in Poland with the Implementation of Exogenous Variables
- Green Finance e Decarbonizzazione: Analisi di Impatto della Transizione Energetica sulla Crescita Economica
- Impact of temperature and precipitations in the stock market: the Italian market at a glance
- Implications of the Energetic Transition: A Comprehensive Literature Review
- Independent Pricing Verification Analyst : certification of market data and non linear rate products valuation
- Introduction of IReF: The development of an integrated system for achieving harmonised supervisory reporting in the European Union
- Long-term Sustainable Investments and environmental perspectives
- Machine Learning Forecasting of Day-Ahead Power Prices
- Market Performance Impact of ESG Disclosure and Performance Scores: Evidence from Europe
- Métamodélisation ALM
- Méthode d’identification de la fonction de répartition des fonctions des modèles à volatilité stochastique pure (Method for identifying the cumulative distribution function of functions in pure stochastic volatility models)
- Mitigating non-performance risk in insurance contracts: models and measures
- Modelli matematici per il pricing dei Green Bonds e l'analisi del Greenium
- Operational Risk model: a Lévy process approach
- Performance Analysis of Short Straddles on the S&P 500:
Identification of Price Determinants and Assessment of
Profitability
- Product Level Backtesting on Prisma model
- Replicating Portfolios method to modelize insurance company liabilities as part of computation of Solvability II quantitative requirements
- Stochastic Approximation in Reinforcement Learning with application in index tracking.
- Stochastic modelling of climatic variables in the electricity market: an extension of a structural risk-neutral
model for electricity prices
- Stochastic modelling of weather derivatives: pricing of a wind speed asian option
- TARF Valuation via Monte Carlo Techniques under different models
- The Energy Market Transition in Europe: Case Studies of Spain and UK
- Transition and Physical Risks Impact on the Conditional Loss Distribution: A Copula-Based Climate Extended Risk Model Approach
- Volumetric analysis of wind power production for Power Purchase Agreement (PPA) purposes
- Water-related Climate Risk Analysis and Water Trading with Index Return Forecast
Tesi di Dottorato
- Green finance and portfolio allocation: diversification benefits of green bonds and probabilistic modelling of climate risk
