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Alumni 2021/2022
October 2023 Graduate

BIANCHI Francesco

Thesis title: An Analysis of Small Businesses Loan Dynamics using inverse probability weighting
October 2023 Graduate

Di FILIPPO Leonardo

Thesis title: Rough Heston Model: Monte Carlo simulation of the volatility surface dynamics
July 2023 Graduate

MANCINI RICCARDO

Thesis title: An In-Depth Analysis of One-Factor Affine Term Structure Models: Cross-Sectional and Time Series Calibration of Vasicek and CIR Models
October 2023 Graduate

ZARRELLI Valerio

Thesis title: Modelling Rough Volatility: The Rough Heston Model