Didattica

Insegnamenti

2024 - 2025

• ANALISTI FINANZIARI (cod. 90550)
  CORSO DI LAUREA MAGISTRALE - AMMINISTRAZIONE, FINANZA E CONTROLLO

Ricerca

Pubblicazioni IRIS

• Combining robust Dynamic Neural Networks with traditional technical indicators for generating mechanic trading signals
  Anno: 2018
• Negative interest rates effects on option pricing: Back to basics?
  Anno: 2017
• The effects of negative interest rates on the estimation of option sensitivities: The impact of switching from a log-normal to a normal model
  Anno: 2017
• Flexible-forward pricing through Leisen–Reimer trees: Implementation and performance comparison with traditional Markov chains
  Anno: 2016
• Option pricing via Radial Basis Functions: Performance comparison with traditional numerical integration scheme and parameters choice for a reliable pricing
  Anno: 2015