Nationalität Italian
Campus Lugano
Beginn Doktorandenprogramm 2013
Abschlussjahr Doktorandenprogramm 2018

Titel der Diplomarbeit

Derivative Securities in Risk Management and Asset Pricing

Betreuer der Diplomarbeit

Giovanni Barone-Adesi / Antonietta Mira

Current Publications:

N°18-29: Option-Implied Risk Measures: An Empirical Examination on the S&P500 Index, G. Barone-Adesi, C. Legnazzi, and C. Sala, 2018.

N°16-53: WTI Crude Oil Option-Implied VaR and CVaR: An Empirical Application, G. Barone-Adesi, C. Legnazzi, and C. Sala, 2016.

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