Foto del docente

Silvia Romagnoli

Full Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: STAT-04/A Mathematical Methods for Economy, Finance and Actuarial Sciences

Director of Second Cycle Degree in Greening Energy Market and Finance

Research

Keywords: copula methods in finance stochastic calculus risks' aggregation Green Finance and weather derivatives

  1. Loss distribution and counting processes;
  2. Pricing and Hedging of contingent claims in Complete and Incomplete Market;
  3. Structured Finance, Credit risk and weather derivatives;
  4. Copula method in Finance;
  5. Advanced in Copula Theory;
  6. Optimal Hedging;
  7. Green Finance.