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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 full time
Belonging DepartmentDipartimento di Matematica
Scientific-Disciplinary SectorSECS-S/06 - Mathematical Methods Of Economics, Finance And Actuarial Sciences
Curriculum VitaeDownload CV (112.19Kb - 16/05/2020)
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 2020
No product yet registered in the year 2020


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 branching process approach to power markets (Show >>)
A particle filtering approach to oil futures price calibration and forecasting (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 >>)
manifesti v. 3.4.3 / 3.4.3
Area Servizi ICT
28/10/2020