Claudia Ceci | Ricerc@Sapienza

Pubblicazioni

Le pubblicazioni dell'autrice sono raggiungibili sul catalogo IRIS tramite il seguente link

ERC

PE1_22

Interessi di ricerca

Stochastic models for Economics, Finance and Insurance. Partial Information. Optimal stochastic control and fitering with applications in mathematical finance and insurance.

Hedging and pricing of financial and insurance derivatives in incomplete markets. Prevention measures: self-protection, self-insurance and reinsurance. BSDEs with jumps. Counterparty Credit Risk.

Keywords

Stochastic control

filtering

asset pricing

Financial Markets

credit risk

Self-protection