Giacomo Bormetti
Scuola Normale Superiore, PisaScientific interests: Mathematical economics
Talk: Evaluation and pricing of risk under stochastic volatility
Talk: Smile from the past: Option pricing with persistent realized volatility models
Talk: Yield curve strategic prediction (7 July 2014 - None)
Communication: A backward Monte Carlo approach to exotic option pricing (29 January 2016 )
Communication: The Mixture Transition Distribution model for market impact and price dynamics . (29 January 2016 )