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

Research areas involved in the project
Finanza quantitativa
Corporate Finance and Governance
Metodi quantitativi per l’economia
Econometric Modeling
Finanza quantitativa
General Financial Markets
Metodi quantitativi per l’economia
Markov processes
Mathematical and Quantitative Methods
Metodi quantitativi per l’economia
Mathematical Methods; Programming Models; Mathematical and Simulation Modeling