Browse by Chair

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Candidate | No Grouping
Jump to: B | C | D | F | H | I | M | N | O | P | Q | S | T
Number of items: 24.

B

Branco, Luca (A.A. 2013/2014) The term structure of CDS spreads: an assessment of credit risk. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 53. [Bachelor's Degree Thesis]

C

Caltabiano, Chiara (A.A. 2017/2018) Swap pricing methods: effects of the post-crisis market evolution and multicurve discounting in KONDOR+. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Sara Biagini, pp. 62. [Bachelor's Degree Thesis]

Candino, Alessandro (A.A. 2015/2016) Option pricing for the electricity market. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 67. [Bachelor's Degree Thesis]

Campanale, Marina (A.A. 2015/2016) Stochastic volatility correction to Black-Scholes: the heston model. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 55. [Bachelor's Degree Thesis]

Cianci, Damiano (A.A. 2015/2016) Weather derivatives pricing: temperature and wind options valuation. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 33. [Bachelor's Degree Thesis]

Carbone, Angelo (A.A. 2015/2016) A review of Merton’s portfolio problem. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 73. [Bachelor's Degree Thesis]

Chegou Abari, Elhadji Boukar (A.A. 2012/2013) Applied interest rate analysis. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Roberto Renò, pp. 60. [Bachelor's Degree Thesis]

D

De Angelis, Berardo (A.A. 2017/2018) Cubic spline interpolation in the swap yield curve construction: a theoretical and practical approach. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Sara Biagini, pp. 95. [Bachelor's Degree Thesis]

De Dominicis, Piero (A.A. 2017/2018) Different methods for pricing barrier options. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Sara Biagini, pp. 52. [Bachelor's Degree Thesis]

D'Amico, Fabiano (A.A. 2017/2018) Volatility smile and local volatility. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Sara Biagini, pp. 33. [Bachelor's Degree Thesis]

De Nardi, Filippo (A.A. 2016/2017) Analysis and market of CLOs. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Sara Biagini, pp. 24. [Bachelor's Degree Thesis]

F

Franzese, Francesca (A.A. 2016/2017) A review of the quanto theory of exchange rates. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Sara Biagini, pp. 49. [Bachelor's Degree Thesis]

Forghieri, Simone (A.A. 2013/2014) Portfolio optimization using CVaR. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 60. [Bachelor's Degree Thesis]

H

Hatzoglou Sozon, Paolo (A.A. 2013/2014) A quantitative analysis of hospital resource consumption. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 44. [Bachelor's Degree Thesis]

I

Inserra, Edoardo (A.A. 2012/2013) Arbitrage with closed-end funds. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Roberto Renò, pp. 10. [Bachelor's Degree Thesis]

M

Minciacchi, Alessandro (A.A. 2017/2018) Short rate models in continuos time with focus on Vašíček mathematical model. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Sara Biagini, pp. 38. [Bachelor's Degree Thesis]

N

Novembri, Filippo (A.A. 2017/2018) Understanding market impact: simple but powerful approaches. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Sara Biagini, pp. 49. [Bachelor's Degree Thesis]

O

Oteri, Andrea Martina (A.A. 2017/2018) Pricing interest rate derivatives: pre and post crisis comparison. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Sara Biagini, pp. 43. [Bachelor's Degree Thesis]

P

Pozzoli, Martina (A.A. 2013/2014) The adaptive market hypothesis: a new vision of market dynamics. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 39. [Bachelor's Degree Thesis]

Q

Quadrini, Alessandro (A.A. 2013/2014) Estimating the yield curve using the Nelson‐Siegel model. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 66. [Bachelor's Degree Thesis]

S

Simone, Luca (A.A. 2016/2017) Portfolio optimization. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Sara Biagini, pp. 41. [Bachelor's Degree Thesis]

Scarabino, Clelia (A.A. 2013/2014) The Black-Scholes model: an application to the electricity market. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 45. [Bachelor's Degree Thesis]

T

Testa, Lorenzo (A.A. 2015/2016) A review of CDOs valuation methods. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 60. [Bachelor's Degree Thesis]

Torzi, Luca (A.A. 2014/2015) An analysis of Solvency 2. standard formula for calculation of SCR, possible corrections and a comparison with an internal model. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 52. [Bachelor's Degree Thesis]

This list was generated on Sun Sep 22 01:21:56 2019 CEST.