Study programme
Classes
- Optimisation with Applications to Finance +1NMEK412 | Faculty of Mathematics and Physics
- Mathematical EconomicsNMEK531 | Faculty of Mathematics and Physics
- Investment Analysis +1NMFM431 | Faculty of Mathematics and Physics
- Some topics on insurance and financial mathematicsNMFM601 | Faculty of Mathematics and Physics
- Econometrics Seminar 1NMEK450 | Faculty of Mathematics and Physics
- Financial-Insurance PraxisNMFM336 | Faculty of Mathematics and Physics
- Stochastic Problems in Research and PracticeNMSA431 | Faculty of Mathematics and Physics
Publications
- Individual optimal pension allocation under stochastic dominance constraints2018 | Faculty of Mathematics and Physics
- AN ASSET - LIABILITY MANAGEMENT STOCHASTIC PROGRAM OF A LEASING COMPANY2018 | Faculty of Mathematics and Physics
- Optimal pension fund composition for an Italian private pension plan sponsor2017 | Faculty of Mathematics and Physics
- DYNAMIC MODEL OF MARKET WITH UNINFORMED MARKET MAKER2017 | Faculty of Mathematics and Physics
- Implied volatility and state price density estimation: arbitrage analysis2017 | Faculty of Mathematics and Physics
- MULTISTAGE RISK PREMIUMS IN PORTFOLIO OPTIMIZATION2017 | Faculty of Mathematics and Physics
- On the Reliability of a Credit Default Swap Contract during the EMU Debt Crisis2016 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- DEA models equivalent to general Nth order stochastic dominance efficiency tests2016 | Faculty of Mathematics and Physics
- A general test for SSD portfolio efficiency2015 | Faculty of Mathematics and Physics
- Output analysis and stress testing for risk constrained portfolios2015 | Faculty of Mathematics and Physics
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