Research Area
Active Research fields
The research group is involved in the following scientific activities :
- Pricing and hedging models of minimum guarantee option embedded in pension funds or life insurance policies;
- Analysis and models for the restructuring of the public debt ;
- Pricing and risk management models of sovereign convertible bonds (CoCos) and GDP-linked bonds;
Research projects of the last 5 years
Collaborations
European Stability Mechanism, Luxembourg
IVASS, Roma
S.A. Zenios, University of Cyprus and The Wharton School, Pennsylvania University, USA.
Active research
Services delivered under the right of third parties
- Evaluation of financial derivatives
- Portfolio management
- Financial and pension consultancy
- Big data analysis