Study programme
Classes
- Optimisation with Applications to Finance +1NMEK412 | 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
- Mathematical EconomicsNMEK531 | Faculty of Mathematics and Physics
- Financial-Insurance PraxisNMFM336 | Faculty of Mathematics and Physics
- Investment Analysis +1NMFM431 | 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
- MULTISTAGE RISK PREMIUMS IN PORTFOLIO OPTIMIZATION2017 | Faculty of Mathematics and Physics
- Robustness of optimal portfolios under risk and stochastic dominance constraints2014 | Faculty of Mathematics and Physics
- Robustness in stochastic programs with risk constraints2012 | Faculty of Mathematics and Physics
- Scenario reduction in Monte-Carlo simulation via stochastic optimizationPublication without faculty affiliation
- Multistage stochastic dominance: an application to pension fund management2024 | Faculty of Mathematics and Physics
- Robustness of stochastic programs with endogenous randomness via contamination2023 | Faculty of Mathematics and Physics
- Implied volatility smoothing at COVID-19 times2023 | Faculty of Mathematics and Physics
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