Dissertation topics suggested by the teacher.
see section "Research" https://www.unibo.it/sitoweb/marco.bianchetti/research
Recent dissertations supervised by the teacher.
Second cycle degree programmes dissertations
- A non-replication approach to price CMS Spread Options
- Applications of Stochastic Kriging and Quasi Monte Carlo Techniques to Market Risk Measures and Term Structure Modeling
- Monte Carlo, Quasi-Monte Carlo and Randomized Quasi-Monte Carlo Methods
for Option Pricing and Risk-Management with
Global Sensitivity Analysis
- XVA modelling in the G2++ model framework: extension to FVA, MVA and Quasi-Monte Carlo technique.
