Quantitative finance
People
Luca Vincenzo Ballestra
Associate Professor
keywords:
mathematical finance, computational finance, derivative pricing, numerical approximation of ODEs and PDEs, dynamical
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Nicola Bartolini
PhD Student
keywords:
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
keywords:
computational finance, cross-section models, linear models estimation, computational statistics
Paolo Guasoni
Full Professor
keywords:
Financial Mathematics, Transaction Costs, Asset Pricing, Portfolio Optimization
Maria Letizia Guerra
Associate Professor
keywords:
Fuzzy numbers, Fuzzy sets for time series, Interval Analysis, Uncertainty models for finance
Andrea Guizzardi
Full Professor
keywords:
Production analysis, Busienss cycle analisys, Forecasting financial market volatitly, Machine learning models, Tourist
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Sabrina Mulinacci
Associate Professor
Pierpaolo Pattitoni
Associate Professor
keywords:
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
keywords:
Weather Derivatives, Solar Energy, Incomplete Markets, Time Series
Lorenzo Torricelli
Associate Professor
keywords:
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