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
ProfessorBaviera Roberto
QualificationAssociate professor
Belonging DepartmentDipartimento di Matematica
Scientific-Disciplinary SectorSECS-S/06 - Mathematical Methods Of Economics, Finance And Actuarial Sciences
Curriculum Vitae--
OrcIDhttps://orcid.org/0000-0002-8557-979X

Contacts
Professor's office hours
DepartmentFloorOfficeDayTimetableTelephoneFaxNotes
Mathematics--322WednesdayFrom 12:15
To 13:15
4575--Only after an e-mail confirmation
E-mailroberto.baviera@polimi.it
Professor's personal website--

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
Stop-loss and leverage in optimal statistical arbitrage with an application to energy market (Show >>)
BACK-OF-THE-ENVELOPE SWAPTIONS in A VERY PARSIMONIOUS MULTI-CURVE INTEREST RATE MODEL (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
The Comprehensive Assessment: What lessons can be learned? (Show >>)


List of publications and reserach products for the year 2017
No product yet registered in the year 2017


List of publications and reserach products for the year 2016 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Journal Articles
A note on CVA and wrong way risk (Show >>)
Is the Comprehensive Assessment able to capture banks’ risks? (Show >>)
A joint model for temperature and natural gas with an application to the US market (Show >>)
Conference proceedings
Is the comprehensive assessment really comprehensive? (Show >>)
CVA with Wrong Way Risk in the presence of early exercise (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
A Note on Dual-Curve Construction: Mr. Crab's Bootstrap (Show >>)
A method that reveals the multi-level ultrametric tree hidden in p -spin-glass-like systems (Show >>)
manifesti v. 3.1.7 / 3.1.7
Area Servizi ICT
13/11/2019