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Mostrati risultati da 1 a 50 di 53
Titolo Data di pubblicazione Autori File
Should I have closed? A multiplex network approach for the short-term economic effect of Covid-19 containment measures in the EU 1-gen-2023 Grassetti, F.Marazzina, D. +
Market impact and efficiency in cryptoassets markets 1-gen-2023 Barucci, EmilioMarazzina, Daniele +
Health insurance, portfolio choice, and retirement incentives 1-gen-2023 Barucci, EmilioMarazzina, Daniele +
ESG ratings explainability through machine learning techniques 1-gen-2023 Marazzina, DStocco, D +
Effect of labour income on the optimal bankruptcy problem 1-gen-2023 Ding, GuodongMarazzina, Daniele
On the feasibility of a debt redemption fund 1-gen-2023 Barucci, EmilioBrachetta, MatteoMarazzina, Daniele
Online or on-campus? Analysing the effects of financial education on student knowledge gain 1-gen-2023 Agasisti, TommasoBarucci, EmilioCannistrà, MartaMarazzina, DanieleSoncin, Mara
Debt redemption fund and fiscal incentives 1-gen-2023 Barucci, EmilioBrachetta, MatteoMarazzina, Daniele
An investigation of the Volatility Adjustment 1-gen-2023 Barucci, EmilioMarazzina, Daniele +
Financial Education during COVID-19 - Assessing the effectiveness of an online programme in a high school 1-gen-2022 Agasisti T.Cannistra M.Soncin M.Marazzina D.
Le attività del QFinLab-Politecnico di Milano in tema di educazione finanziaria 1-gen-2022 Emilio BarucciFrancesca GrassettiDaniele MarazzinaDavide Stocco
A machine learning model for lapse prediction in life insurance contracts 1-gen-2022 Azzone M.Barucci E.Marazzina D. +
A new class of multidimensional Wishart-based hybrid models 1-gen-2022 Marazzina D. +
Cryptocurrencies and stablecoins: a high-frequency analysis 1-gen-2022 Barucci, EmilioMarazzina, Daniele +
The impact of liquidity constraints and cashflows on the optimal retirement problem 1-gen-2022 Ding, GuodongMarazzina, Daniele
On the design of sovereign bond-backed securities 1-gen-2022 Barucci, EmilioMarazzina, Daniele +
Optimal investment strategies with a minimum performance constraint 1-gen-2021 Barucci E.Marazzina D. +
On the application of Wishart process to the pricing of equity derivatives: the multi-asset case 1-gen-2021 Marazzina, Daniele +
L’educazione finanziaria nelle scuole secondarie. La proposta Edufin@Polimi e l’esperienza presso l’Istituto di Istruzione Superiore Alberti di Bormio 1-gen-2021 Daniele Marazzina +
Finanza matematica. Esercizi 1-gen-2020 Emilio BarucciFrancesca GrassettiDaniele Marazzina
Finanza matematica 1-gen-2020 EMILIO BARUCCIDANIELE MARAZZINA +
The determinants of lapse rates in the Italian life insurance market 1-gen-2020 Barucci, EmilioMarazzina, Daniele +
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities 1-gen-2020 Marazzina D. +
Calibration and advanced simulation schemes for the Wishart stochastic volatility model 1-gen-2019 Marazzina, D. +
Hilbert transform, spectral filters and option pricing 1-gen-2019 Marazzina, Daniele +
Integrated structural approach to Credit Value Adjustment 1-gen-2019 Marazzina, Daniele +
A general framework for pricing Asian options under stochastic volatility on parallel architectures 1-gen-2019 Marazzina, Daniele +
On relative performance, remuneration and risk taking of asset managers 1-gen-2018 Barucci, EmilioMarazzina, Daniele +
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options 1-gen-2018 Marazzina, Daniele +
Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints 1-gen-2016 MARAZZINA, DANIELE +
Optimal Investment in Research and Development Under Uncertainty 1-gen-2016 MARAZZINA, DANIELE +
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options 1-gen-2016 MARAZZINA, DANIELE +
Asset management, High Water Mark and flow of funds 1-gen-2016 BARUCCI, EMILIOMARAZZINA, DANIELE
A parallel wavelet-based pricing procedure for Asian options 1-gen-2015 MARAZZINA, DANIELE +
American option valuation in a stochastic volatility model with transaction costs 1-gen-2015 MARAZZINA, DANIELESGARRA, CARLO +
Optimal impulse control of a portfolio with a fixed transaction cost 1-gen-2014 MARAZZINA, DANIELE +
Pricing exotic derivatives exploiting structure 1-gen-2014 MARAZZINA, DANIELE +
Pricing Credit Derivatives in a Wiener-Hopf Framework 1-gen-2012 MARAZZINA, DANIELE +
Z-Transform and preconditioning techniques for option pricing 1-gen-2012 MARAZZINA, DANIELE +
Optimal Investment, Stochastic Labor Income and Retirement 1-gen-2012 BARUCCI, EMILIOMARAZZINA, DANIELE
hp-DGFEM for Kolmogorov-Fokker-Planck Equations of Multivariate Lévy Processes 1-gen-2012 MARAZZINA, DANIELE +
Pricing Discretely Monitored Asian Options by Maturity Randomization 1-gen-2011 MARAZZINA, DANIELE +
Wavelet Techniques for Option Pricing on Advanced Architectures 1-gen-2011 MARAZZINA, DANIELE +
Option pricing, maturity randomization and distributed computing 1-gen-2010 Marazzina, D +
Stability Properties of Discontinuous Galerkin Methods in Mixed Form 1-gen-2009 MARAZZINA, DANIELE
The BPS preconditioner on Beowulf Cluster 1-gen-2009 MARAZZINA, DANIELE +
Proprietà di Stabilità per Metodi Discontinuous Galerkin in Forma Mista 1-gen-2008 MARAZZINA, DANIELE
Option Pricing, Maturity Randomization and Grid Computing 1-gen-2008 MARAZZINA, DANIELE +
Stability Properties of Discontinuous Galerkin Methods for Two-Dimensional Elliptic Problems 1-gen-2008 MARAZZINA, DANIELE
Mostrati risultati da 1 a 50 di 53
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