Allievi Thesis Defense Session #5
28 November 2025 @ 10:00 - 13:00
Allievi Thesis Defense Session #5
Francesco Bertonati | 10.00
Title: Stochastic Optimization for Life Insurance and Pension Funds: From Theory to Applications
Supervisor: Tiziano De Angelis
Committee: Matteo Giordano, Giovanni Rebaudo, Elena Vigna
Riccardo Gallone | 11.00
Title: Stochastic Optimal Control in Finance: Theory and Applications
Supervisor: Tiziano De Angelis
Committee: Matteo Giordano, Giovanni Rebaudo, Elena Vigna
Committee: Matteo Giordano, Giovanni Rebaudo, Elena Vigna
Federica Maffei |12:00
Title: Joint calibration of VIX and S&P 500 Options via Randomization of Affine Diffusion Processes
Supervisors: Roberto Marfé & Bertrand Lods
Committee: Matteo Giordano, Giovanni Rebaudo, Elena Vigna