Foto del docente

Silvia Romagnoli

Associate Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: SECS-S/06 Mathematical Methods of Economics, Finance and Actuarial Sciences

Director of Second Cycle Degree of Quantitative Finance

Research

Keywords: copula methods in finance stochastic calculus risks' aggregation multivariate statistics

  1. Risk Theory;
  2. Pricing and Hedging of contingent claims in Complete and Incomplete Market;
  3. Structured Finance and Credit risk;
  4. Copula method in Finance.