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Ornella Elena Grassi.
Valutation risk in margin loan pricing.
Rel. Patrizia Semeraro, Diego Pier Luigi Giovannini. Politecnico di Torino, Master of science program in Mathematical Engineering, 2023
Vittorio Gallo.
Large portfolios credit risk analysis with LT-Archimedean copulas and application to a case of securitised ABS.
Rel. Patrizia Semeraro, Diego Pier Luigi Giovannini. Politecnico di Torino, Master of science program in Mathematical Engineering, 2023