Projects

Winter School for young researchers on actuarial risks 2023, Valencia, Spain
On the Pricing of Capped Volatility Swaps using Machine Learning Techniques
Overview of Teaching Duties
European Actuarial Journal Conference 2022, Tartu, Estonia
On the Pricing of Capped Volatility Swaps using Machine Learning Techniques
QuantMinds International 2022, Barcelona, Spain
On the Pricing of Capped Volatility Swaps using Machine Learning Techniques
UNA-Random Workshop June 2022, Bologna, Italy
On the Skin-in-the-game Bond: a Novel Sustainable Capital Instrument
UNA-Random Workshop February 2022, Online
On the Estimation of the Zero-Risk Premium Strike of a Call Option via Joint Physical and Pricing Density Modeling
Globally Sustainable Banking & Finance Conference 2021, Online
On the Skin-in-the-game Bond: a Novel Sustainable Capital Instrument
24th International Congress on Insurance: Mathematics and Economics 2021, Online
On the Skin-in-the-game Bond: a Novel Sustainable Capital Instrument
International Conference in Actuarial Science, Data Science and Finance 2020, Online
On the Estimation of the Zero-Risk Premium Strike of a Call Option via Joint Physical and Pricing Density Modeling
Project 1
It Takes Two to Tango: Estimation of the Zero-Risk Premium Strike of a Call Option via Joint Physical and Pricing Density Modeling