Foto del docente

Silvia Romagnoli

Professoressa associata

Dipartimento di Scienze Statistiche "Paolo Fortunati"


Coordinatrice del Corso di Laurea Magistrale in Quantitative finance


Ultime tesi seguite dal docente

Tesi di Laurea Magistrale

  • "Counterparty Risk and the needed Valuation Adjustments (CVA and DVA frameworks)"
  • "Funds transfer pricing in a commercial bank"
  • CDO PRICING TECHNIQUES: A comprehensive analysis of four models to price small pools of assets
  • Climate change risk in finance: A credit risk approach
  • Climate risk assessment in the financial market: carbon intensity effect on risk profile
  • Comparison of standard methods of option valuation with method involving Monte Carlo Simulation
  • DAX30 according to the Multi-Factor model
  • Discounts for Lack of Marketability
  • Energy commodity markets: an application for cointegrated commodities over the actual pricing models
  • ESG hedging: Strategies and products to facilitate the green transition
  • Financial contagion in the interbank market: fire sales and price-impact in a multilayered network
  • Fire sales forensics
  • Fundamental analysis as a tool of investment decisions in the Italian Market
  • Il ruolo dei green bond nella diversificazione del rischio di portafoglio: un'analisi empirica
  • Impact of climate change on credit risk assessment
  • Impacts of COVID-19 Pandemic on the Rare Earth Industry
  • Implicit guarantee in city investment bonds of China
  • Inflation Covered Option: a Financial Engineering Product to hedge Inflation Expectations
  • Interest Rate Models Comparison in the Negative Rates Environment
  • Locally risk-minimizing hedging under Heston model with comparison on VIX strategies
  • Market Microstructure & Market Maker Constraints: A Compliance App
  • Prediction of the Yield Curve Using Nelson-Siegel and Nelson-Siegel-Svensson Models
  • Propose and Validate a Proper Bond Portfolio Strategy
  • Relationship between stock market returns and weather anomalies: a case study of Italian bourse
  • Research on the impact of green financial business on the profitability of China’s commercial banks
  • Reti Neurali Artificiali per prezzare le Opzioni Finanziarie.
  • SABR model in swaption pricing
  • SABR MODEL: Interpolatore e Predittore della Volatilità
  • Simulation Methods for Derivatives Pricing
  • the cost of efficient funding small and medium-sized enterprises in poland through analysis of comparative simulation regarding leasing against other sources of financing
  • The Illiquidity Discount in Exponential Lévy Markets: Evidences from Oil Futures
  • The impact of an alternative investment on the investment portfolio
  • The impact of the global financial crisis on banks’ business models – the case of Italy
  • Time-Homogeneous LIBOR Market Model for the Valuation of Derivatives on Backward-Looking Rates
  • Transition Finance: Integrating Transition Risk in Sustainable Financial Markets
  • Weather risk hedging in the solar energy industry