logo-polimi
Loading...
Degree programme
Programme Structure
Show/Search Programme
Degree Programme
International context
Customized Schedule
Your customized time schedule has been disabled
Enable
Search
Search a Professor
Professor's activities
Search a Course
Search a Course (system prior D.M. n. 509)
Search Lessons taught in English
Information on didactic, research and institutional assignments on this page are certified by the University; more information, prepared by the professor, are available on the personal web page and in the curriculum vitae indicated on this webpage.
Information on professor
ProfessorSgarra Carlo
QualificationAssociate professor
Belonging DepartmentDipartimento di Matematica
Scientific-Disciplinary SectorSECS-S/06 - Mathematical Methods Of Economics, Finance And Actuarial Sciences
Curriculum VitaeDownload CV (431.8Kb - 14/11/2018)
OrcIDhttps://orcid.org/0000-0001-9790-5292

Contacts
Professor's office hours
DepartmentFloorOfficeDayTimetableTelephoneFaxNotes
Matematica--310WednesdayFrom 11:15
To 12:15
4570--Valid from 16/09/2019 till 16/12/2019
E-mailcarlo.sgarra@polimi.it
Professor's personal websitewww.mate.polimi.it

Data source: RE.PUBLIC@POLIMI - Research Publications at Politecnico di Milano

List of publications and reserach products for the year 2019 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Journal Articles
Asian options pricing in Hawkes-type jump-diffusion models (Show >>)


List of publications and reserach products for the year 2018 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Journal Articles
A particle filtering approach to oil futures price calibration and forecasting (Show >>)
A branching process approach to power markets (Show >>)


List of publications and reserach products for the year 2017 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Journal Articles
Geometric Asian option pricing in general affine stochastic volatility models with jumps (Show >>)


List of publications and reserach products for the year 2016 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Journal Articles
Optimal investment in markets with over and under-reaction to information. (Show >>)


List of publications and reserach products for the year 2015 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Journal Articles
European Option Pricing with Transaction Costs and Stochastic Volatility: an Asymptotic Analysis (Show >>)
American option valuation in a stochastic volatility model with transaction costs (Show >>)
Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets (Show >>)
manifesti v. 3.1.9 / 3.1.9
Area Servizi ICT
22/11/2019