Quantitative finance
People
Luca Vincenzo Ballestra
Associate Professor
keywords:
mathematical finance; computational finance; derivative pricing; numerical approximation of differential equations;
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Climate change risk from a financial perspective
Enrico Bernardi
Full Professor
keywords:
Hyperbolic Equations, Gevrey Classes, Cauchy Problem, Stochastic differential equations, Quantitative Finance
Paolo Foschi
Associate Professor
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computational finance, cross-section models, linear models estimation, computational statistics
Paolo Guasoni
Full Professor
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Financial Mathematics, Transaction Costs, Asset Pricing, Portfolio Optimization
Maria Letizia Guerra
Associate Professor
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Possibility versus Probability, Fuzzy sets for time series, Interval Analysis, Fuzzy Clustering
Andrea Guizzardi
Full Professor
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Production analysis, Busienss cycle analisys, Forecasting financial market volatitly, Machine learning models, Tourist
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Alberto Lanconelli
Full Professor
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Stochastic differential equations, probabilistic models in biology and finance
Sabrina Mulinacci
Associate Professor
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Marshall-Olkin Distribution, Copula functions, Fuzzy measures, Derivative and structured product, American options
Pierpaolo Pattitoni
Associate Professor
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Real Estate, Applied Economics, Behavioral Finance, Entrepreneurial Finance
Silvia Romagnoli
Full Professor
keywords:
copula methods in finance, stochastic calculus, risks' aggregation, Green Finance and weather derivatives, Energy
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keywords:
Quantitative Finance, Financial Mathematics, Risk Managament, Pricing, Climate Risk, Green Finance, Stochastic Processes
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Weather Derivatives, Solar Energy, Incomplete Markets, Time Series
Lorenzo Torricelli
Associate Professor
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Stochastic option pricing models, Derivative valuation, Stochastic time changes, Lévy processes and semimartingales
Luca Trapin
Associate Professor
keywords:
Statistical Analysis of Financial Data, Extreme Value Analysis for policy decisions, Economics and business forecasting