Mathematical methods for insurance
People
Luca Vincenzo Ballestra
Associate Professor
keywords:
mathematical finance; computational finance; derivative pricing; numerical approximation of differential equations;
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Enrico Bernardi
Full Professor
keywords:
Hyperbolic Equations, Gevrey Classes, Cauchy Problem, Stochastic differential equations, Quantitative Finance
Paolo Guasoni
Full Professor
keywords:
Financial Mathematics, Transaction Costs, Asset Pricing, Portfolio Optimization
Alberto Lanconelli
Full Professor
keywords:
Stochastic differential equations, probabilistic models in biology and finance
Sabrina Mulinacci
Associate Professor
keywords:
Marshall-Olkin Distribution, Copula functions, Fuzzy measures, Derivative and structured product, American options
Daniele Ritelli
Associate Professor
keywords:
Nonlinear ordinary differential equations, Economic Dynamics, Optimization, Hyperlliptic Integrals, Elliptic Integral,
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Silvia Romagnoli
Full Professor
keywords:
copula methods in finance, stochastic calculus, risks' aggregation, Green Finance and weather derivatives, Energy
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