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Prof. Emilio Russo

Emilio RUSSO

Associate Professor

Emilio Russo

Associate Professor

Academic Discipline

SECS-S/06 - MATHEMATICAL METHODS OF ECONOMY, FINANCE AND ACTUARIAL SCIENCES

 

Department of Economics, Statistics and Finance "Giovanni Anania" - DESF University of Calabria

Ponte Pietro Bucci, Cubo 1/C - 1st floor

87036 Arcavacata di Rende (CS) - Italy

 

Tel.: +39 0984 492441

e-mail: emilio.russo@unical.it

Research Activities
Binomial models for the evaluation of second-generation financial options; Portfolio choice algorithms with different risk measures; Development of discrete models for the valuation of derivatives with stochastic rate and volatility or through regime-switching models; Premium evaluations for insurance policies embedding minimum guarantees and surrender options.

 

Profile - Research Activity

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