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Chiara Legnazzi

Lugano
Nationality Italian
Campus Lugano
Entered Doctoral Program 2013
Completed Doctoral Program 2018
CV Download

Thesis Title

Derivative Securities in Risk Management and Asset Pricing

Thesis Advisor

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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