Dissertation topics suggested by the teacher.
- 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
Recent dissertations supervised by the teacher.
Second cycle degree programmes dissertations
- Assessing credit spread risk in banking
books: an application of the Marshall-Olkin
model
- Copula functions for credit risk
- Double Degree Student Bologna/Munich
- ESG in the Factor Zoo: A Double Selection LASSO Application
- Estimation of future Non-Performing Exposures: the Italian case
- Il rischio climatico nel contesto economico contemporaneo
- Lo strumento del bail-in: analisi dell’impatto sul sistema finanziario europeo attravero CDS e opzioni
- 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.
- 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.
- The Role of Geopolitical Risk in Shaping European Financial Markets: Evidence from Stocks and Options
