Facing credit risk: a mathematical approach to risk measures and their management

Starting date
September 1, 2015
Duration (months)
36
Departments
Economics
Managers or local contacts
Oliva Immacolata
Keyword
Assegno a progetto

Settore disciplinare SECS-S06 Metodi matematici dell economia e delle scienze attuariali e finanziarie
JEL codes: C02, C53, C63, G13, G32
MSC codes: 91G40, 91G60, 60G40
Assegno a progetto

Sponsors:

Post-doc
Funds: assigned and managed by the department

Project participants

Immacolata Oliva
Temporary Professor
Research areas involved in the project
Finanza quantitativa
Financial Economics G1-G3 - Corporate Finance and Governance
Metodi quantitativi per l’economia
Mathematical and Quantitative Methods C1-C6,C8 - Econometric Modeling
Finanza quantitativa
Financial Economics G1-G3 - General Financial Markets
Metodi quantitativi per l’economia
Probability theory and stochastic processes - Markov processes
Mathematical and Quantitative Methods - Mathematical and Quantitative Methods
Metodi quantitativi per l’economia
Mathematical and Quantitative Methods C1-C6,C8 - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling