Argomenti di tesi proposti dal docente.
- Panel Data Estimation of Fair Value Bank Positions
- Expectations and Long Term Forward Rates
- Long Term Credit Spreads
- Inflation Expectations
- Archimedean Fuzzy Measures Applications
- Singularity Bias in Multivariate Default Models
Ultime tesi seguite dal docente
Tesi di Laurea Magistrale
- A Cross-Sectional analysis of government bond returns using Fama-Macbeth model
- An analysis of a retirement investment with the nest egg and a 4% rule
- Automation of Credit Risk Decision
- Cointegration analysis and interest rates
- Copula functions for credit risk
- Double Degree Student Bologna/Munich
- Estimation of future Non-Performing Exposures: the Italian case
- Forecasting the direction of changes in volatility with neural networks
- Il rischio climatico nel contesto economico contemporaneo
- Pricing of the Options Embedded in Housing Rent-to-Own Contracts: a Dempster-Shafer Approach
- Rischio sistemico e disastri rari: l'impatto economico del cambiamento climatico
- Rischio sistemico e Doom Loop nel sistema bancario europeo.
- Signature Regression and an Application to Credit Cycle Forecasting
- Stress testing in credit risk
- The relationship between ESG and the key figures of the investment measures for European and US-American stocks after the Covid-19 crisis.
