Top-level heading

Twelfth MEMOTEF Research Day - Mathematical Methods of Economics, Finance and Actuarial Sciences Area

  • I. Oliva
    Title: "Research at MEMOTEF in a nutshell" by the organising committee of the Giornate della Ricerca 2022
    Oliva_D1.pdf
     
  • M. Frezza
    Title: Multifractional processes and volatility
    Frezza_D1.pdf
     
  • S. Bianchi
    Title: Distribution scaling, marketability and liquidity risk
    Bianchi_D1.pdf
     
  • M. Marino
    Title: On some actuarial research problems in life and non-life insurance
    Marino_D1.pdf
     
  • A. Martire
    Title: Cryptocurrencies: trading and pricing
    Martire_D1.pdf
     
  • P. Fava
    Title: Analisi stocastica di una emissione in valuta
    Fava_D1.pdf
     
  • A. Cinfrignini
    Title: A generalized no-arbitrage principle in a finite setting
    Cinfrignini_D1.pdf
     
  • G. Stabile
    Title: Stochastic modelling in insurance: participating policies with minimum guaranteed
    Stabile_D2.pdf
     
  • S. Patrì
    Title: Accidental degeneracy of an elliptic differential operator
    Patri_D2.pdf
     
  • D. Mancinelli
    Title: Mathematics and finance: how to hedge risk with portfolio insurance strategies
    Mancinelli_D2.pdf
     
  • I. Stefani
    Title: Mathematics and finance: optimal portfolio allocation with co-jump risk
    Stefani_D2.pdf