Giacomo Bormetti

Giacomo Bormetti

Collaborators


Email:
giacomo.bormetti@sns.it
Curriculum Vitae:
None
Research interests:
Mathematical Finance: Market microstructure, high frequency data, point processes, predictability of stock returns, continuous time stochastic volatility modeling, discrete time affine processes, option pricing, risk management, interest rates modeling, credit modeling, Monte Carlo methods, numerical methods for finance.

Preprints:

Publications: