MENU

Financial Mathematics

Research topics

  • The activity in Financial Mathematics is done within the Interdisciplinary Laboratory of SISSA, in strict collaboration with Assicurazioni Generali. It is focused on various aspects of portfolio optimization, the essential feature being to overcome the Gaussian approximation of the standard Markowitz approach. Besides this, some new tools of Technical Analysis are currently developed.

 

Research Group

Visiting Professors

 

Main External Collaborators

Sign in