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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
ProfessorBaviera Roberto
QualificationAssociate professor full time
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
MathematicsIII322WednesdayFrom 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 2021 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Journal Articles
A closed formula for illiquid corporate bonds and an application to the European market (Show >>)
Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach (Show >>)
Neural network middle-term probabilistic forecasting of daily power consumption (Show >>)
The measure of model risk in credit capital requirements (Show >>)


List of publications and reserach products for the year 2020 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Journal Articles
Synthetic forwards and cost of funding in the equity derivative market (Show >>)


List of publications and reserach products for the year 2019 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Journal Articles
BACK-OF-THE-ENVELOPE SWAPTIONS in A VERY PARSIMONIOUS MULTI-CURVE INTEREST RATE MODEL (Show >>)
Stop-loss and leverage in optimal statistical arbitrage with an application to energy market (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 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Journal Articles
A joint model for temperature and natural gas with an application to the US market (Show >>)
manifesti v. 3.4.18 / 3.4.18
Area Servizi ICT
19/10/2021