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
Esposito Claudia
Job positions: a stage of 3 months as junior data analyst, then 2 years as analyst specialist for the same organization. Now financial analyst for a pension fund.
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
SANCAMILLO Tiziano
Job position: 6-month internship as a Credit Analyst at ConTe.it Prestiti, part of the Admiral Group.
October 2023 Graduate
ZARRELLI Valerio
Thesis title: Modelling Rough Volatility: The Rough Heston Model