Libero Mangieri, Domenico (A.A. 2023/2024) Analysis of counterparty credit risk in the financial system and credit default swaps market. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 50. [Bachelor's Degree Thesis]

Pezzutti, Carla (A.A. 2023/2024) Option pricing with stochastic interest rates: a Monte Carlo approach. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 47. [Bachelor's Degree Thesis]

Terminella, Giulio (A.A. 2023/2024) Portfolio optimization. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 52. [Bachelor's Degree Thesis]

Frigerio, Alberto (A.A. 2023/2024) Understanding water derivatives: analysis of the Californian water market and valuation models for NQH2O futures. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 47. [Bachelor's Degree Thesis]

Amato, Federico (A.A. 2022/2023) Credit risk and how to manage it. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 44. [Bachelor's Degree Thesis]

Trippetti, Saverio (A.A. 2022/2023) From LIBOR to OIS: exploring the transition to risk-free rates and how it affected interest reta SWAPs. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 43. [Bachelor's Degree Thesis]

Zanetti, Andrea (A.A. 2022/2023) Machine learning and the gradient descent algorithm. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 33. [Bachelor's Degree Thesis]

Peng, Valentina (A.A. 2022/2023) Does carbon risk affect stocks return? Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 34. [Bachelor's Degree Thesis]

Orlandi, Francesco (A.A. 2022/2023) Quantitative methods for option pricing and financial modeling: Black-Scholes model, Monte Carlo simulation, and Lévy processes. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 65. [Bachelor's Degree Thesis]

Carucci, Elisa (A.A. 2022/2023) optimization techniques for models of parimutuel markets: application to finance. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 78. [Bachelor's Degree Thesis]

Agostinelli, Silvia (A.A. 2022/2023) Financial operating limits: how the sensitivities are calculated to monitor market exposure. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 46. [Bachelor's Degree Thesis]

Perone Pacifico, Francesca (A.A. 2021/2022) The EU emissions trading system and the market stability reserve mechanism for CO2 emissions reduction. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 39. [Bachelor's Degree Thesis]

De Palma, Roberto (A.A. 2021/2022) Valuation adjustments and reconciliation with the Modigliani & Miller theorem. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 36. [Bachelor's Degree Thesis]

Tran, Le Bao Tran (A.A. 2021/2022) Martingale pricing theory & lattice approaches: the binomial pricing algorithm for American options. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 18. [Bachelor's Degree Thesis]

Zanetti, Lorenzo (A.A. 2021/2022) An insight on student loans in the US and in Italy. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 33. [Bachelor's Degree Thesis]

Argenton, Gabriele (A.A. 2021/2022) The new €STR rate and derivative pricing frameworks. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 35. [Bachelor's Degree Thesis]

Nobile, Simona (A.A. 2021/2022) The profitability of wind farms taking into account climate change. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 26. [Bachelor's Degree Thesis]

Passarello, Pietro (A.A. 2020/2021) Short term models: the Vasicek and the CIR. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 56. [Bachelor's Degree Thesis]

Viscillo, Pierluigi (A.A. 2020/2021) Analysis of credit default swaps and the CDS bond basis. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 50. [Bachelor's Degree Thesis]

Iacobucci, Fabio (A.A. 2020/2021) Merton’s jump diffusion model: introduction and simulation. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 24. [Bachelor's Degree Thesis]

De Palma, Andrea (A.A. 2018/2019) Analysis of a complex investment instrument: the CPDO. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 44. [Bachelor's Degree Thesis]

Marzano, Eugenia (A.A. 2018/2019) Portfolio optimization in continuous time. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 44. [Bachelor's Degree Thesis]

Schipani, Riccardo (A.A. 2018/2019) Pricing techniques for complete and incomplete markets. Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 37. [Bachelor's Degree Thesis]

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]

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]

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]

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]

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]

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]

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]

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]

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]

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]

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]

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]

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]

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]

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]

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]

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]

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]

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]

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]