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Fingerprint Scopri gli argomenti di ricerca in cui Andrea Consiglio è attivo. Queste etichette argomento provengono dalle attività di questa persona. Insieme creano un’impronta univoca.

Mathematics

Insurance
Financial Markets
Double Auction
Incomplete Markets
Pricing
Hedging
Term Structure of Interest Rates
Reinsurance
Learning Effect
Model
Conditional Model
Liquidity
Risk Factors
Sustainability
Interest Rates
Simulation Analysis
Parameter Design
Modeling
Conditional Value at Risk
Target
Scenarios
Large-scale Problems
Optimal Portfolio
Learning Process
Electronics
Stochastic Programming
Model Choice
Strategic Planning
Optimization Model
Arbitrary
Asset Pricing
Industry
Risk Measures
Optimization
Incompleteness
Sufficient
Evaluation
Incomplete Information
Programming Model
Stochastic Model
Superreplication
Utility Function
Regulator
Risk Premium
Tail
Resources
Marginal Distribution
Deviation
Choose
Market

Business & Economics

Guarantee
Pricing
Assets
Insurance
Financial markets
Sovereign debt
Scenarios
Debt
Incomplete markets
Double auction
Risk management
Costs
Liability
Traders
Conditional value at risk
Stochastic programming
Insurer
Conditional model
Asset and liability management
Simulation analysis
Modeling
Convertible bonds
Hedging
Trade-offs
Price dynamics
Asset allocation
Simulation
Optimal portfolio
Incompleteness
Bonus
Credit
Optimization problem
Asset returns
Resources
Joint distribution
Decision model
Tail risk
Optimization model
Euro zone
Credit default swap (CDS) spreads