Dissertation topics suggested by the teacher.
Recent dissertations supervised by the teacher.
Second cycle degree programmes dissertations
- "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
