Dissertation topics suggested by the teacher.
Recent dissertations supervised by the teacher.
Second cycle degree programmes dissertations
- A Methodological Approach for the Estimation of Probability of Default
- A Theoretical and Empirical Path through the Literature of Portfolio Optimization: from the Efficient Frontier to the Entropy Pooling
- Applied Credit Risk Modeling :From Bootstraped Survival Probabilities to CDS Option Pricing
- Collateralized Debt Obligations: Product and Pricing
- Credit risk calculation with machine learning algorithms
- Forecasting CDS Spread Term Structure: A Nelson-Siegel Approach
- integrating intensity-based models in credit derivatives valuation: a holistic examination of pricing strategies
- Modeling Sovereign Default Risk: A Severity-Frequency Approach to Estimating Expected Losses
- Modelling Credit Derivatives with Copulas: an Application on Basket Default Swap
- Pricing model for Sustainability-Linked Bonds
