Topic | People | Description |
---|---|---|
JEL G11 - Portfolio Choice; Investment Decisions |
Giuseppe Buccheri
Corrado De Vecchi Bruno Giacomello Cosimo Munari Roberto Reno' |
This reseach field studies optimal investment and consumption using financial assets and insurance policies. Both methodological (modelling and calibration) and practical (impact on short and long term behavior) aspects are investigated. |
JEL G12 - Asset Pricing; Trading volume; Bond Interest Rates |
Guido Gazzani
Bruno Giacomello Cosimo Munari Roberto Reno' |
Research on asset pricing focuses on two main topics: modelling interest rates, with the aim of pricing bonds and derivatives, and modelling stocks, to study the main factors which determine their price variation. |
JEL G13 - Contingent Pricing; Futures Pricing |
Guido Gazzani
Alessandro Gnoatto Roberto Reno' |
Evaluation models in the financial field, with applications to the pricing of derivative products (plain-vanilla and exotic), to their coverage, and to the analysis of the associated risks. |
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