• Interest rate modeling;
  • Volatility modeling and estimation; Derivative pricing;
  • Derivative pricing and model estimation via Fourier methods;
  • Interest rate derivatives;
  • Hedging strategies in incomplete markets;
  • Risk measures; Market liquidity;
  • Dynamic portfolio management;
  • Socially responsible investments.

Digital Information Service by Lidia Pozzoblu - Thanks to Aldo Bizzilupo for Web site and other technical assistance.