|Telefono||041 234 6914 / Rettorato: 041 234 8043|
|Fax||041 234 7444|
www.unive.it/persone/basso (scheda personale)
Dipartimento di Economia
Sito web struttura: http://www.unive.it/dip.economia
Sede: San Giobbe
|Research team||Science of complex economic, human and natural systems|
Prorettrice alla Programmazione e valutazione
Commissions of Trusts
Main fields of research
Performance evaluation of mutual funds, ethical finance and socially responsible mutual funds, environmentally friendly finance, DEA (data envelopment analysis) models for efficiency evaluation, performance evaluation of museums.
Credit risk for bank loan portfolios. Departmental h-index, research evaluation.
Option pricing, Monte Carlo simulation techniques for the valuation of financial options, option pricing bounds, jump-diffusion models for the dynamics of the prices of financial assets, exotic options, stochastic dominance, GARCH models in finance, parameter estimation of stochastic processes, lattice models for the valuation of standard and exotic options, American options, optimal exercise boundary of American options.
Among the international journals in which the papers have been published we may cite:
International Research Experience
In the last years, I have been teaching Financial mathematics (undergraduate), Derivatives and Insurance (master course), Computational Finance (master course), Financial decisions in the public sector and Financial literacy at Ca’ Foscari University of Venice.
Previously, I have taught Stochastic Processes for Finance (master course), Actuarial Technique 2 (master course), Mathematical methods of economics Finance and Actuarial Sciences (undergraduate), Financial Mathematics Problems for Business (master course), Laboratory of Financial Mathematics (undergraduate), Mathematical Finance 1 and 2 (master courses), Derivatives (master course), Financial risk management (master course), Financial risks (master course), Portfolio Insurance (master course), Mathematical Methods for Financial Decisions (undergraduate), Decision Methods for Business B (undergraduate), Mathematics (undergraduate), Probability and Stochastic Processes (master course), Operational Research (undergraduate), Statistics and Financial and Actuarial Mathematics (master course).
I have also taught Financial Mathematics (undergraduate) at the University of Trieste and Mathematics for Corporate Finance Decisions (undergraduate) at the University of Padua.
Last update: 28/03/2018