Mathematical and Quantitative Methods

Cecilia Mancini
Full Professor
Research interests
Topic People Description
JEL C02 - Mathematical Methods Cecilia Mancini
Statistics of stochastic processes, mainly for financial econometrics applications
Mathematical and Quantitative Methods Cecilia Mancini
Development and/or study of stochastic models for the price evolution of financial securities: development of statistical tests, estimators, study of their statistical properties, implementation on high-frequency, simulated, and empirical data, analysis of economic implications of a model Study of the implications of the choice of specific models on the price properties of derivative securities, economic interpretation
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