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
- Assessing credit spread risk in banking
books: an application of the Marshall-Olkin
model
- ESG in the Factor Zoo: A Double Selection LASSO Application
- Forecasting the CBOE VIX: The Challenge between the HAR Model and Time-Series Foundation Models
- Geopolitical Risk and the Sovereign Yield Curve: Identification and Evidence from the US and Germany
- Lo strumento del bail-in: analisi dell’impatto sul sistema finanziario europeo attravero CDS e opzioni
- Option Pricing with Conic Finance Distortions: Empirical Evidence from the 2024 U.S. Election Event Window
- Physical and transition risk: evidence on relationships and co-movements from climate risk indices
- The Role of Geopolitical Risk in Shaping European Financial Markets: Evidence from Stocks and Options
