Dipartimento di Economia - Department of Economics
Studio 104 al primo piano del plesso C - San Giobbe.
Orario di ricevimento: MARTEDÌ 15:00-17:30
Si suggerisce di inviare al docente una richiesta di prenotazione del ricevimento tramite mail.
Office hours: TUESDAY 3:00 pm - 5:30 pm CET
Supervisione tesi / Thesis supervision
Supervisione di tesi triennali e magistrali su argomenti di matematica finanziaria, finanza quantitativa e computazionale, assicurazioni. Temi specifici: opzioni e altri derivati, metodi di valutazione della performance, fondi comuni e fondi pensione, finanza etica (investimenti ESG, finanza verde), metodi computazionali per la finanza, tecniche di Intelligenza Artificiale e di Machine Learning per applicazioni economiche, in finanza e nelle assicurazioni, metodi di selezione e gestione di portafogli finanziari, data envelopment analysis (DEA) per la finanza, per applicazioni aziendali e per i musei, metodi di valutazione e gestione del rischio, rischio di credito. Per tutte le tesi è necessaria una discussione preliminare con il docente.
Supervision of undergraduate and master's theses on topics of financial mathematics, quantitative and computational finance, insurance. Specific topics: options and other derivatives, performance evaluation methods, mutual funds and pension funds, ethical finance (ESG investments, green finance), computational methods for finance, Artificial Intelligence and Machine Learning techniques for economic applications, in finance and insurance, methods of asset allocation and management of financial portfolios, data envelopment analysis (DEA) for finance, for business and museum applications, risk assessment and management methods, credit risk. For all theses a preliminary discussion with the teacher is necessary.
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