Nationalité Italian
Campus Lugano
Date d'entrée dans le programme de doctorat 2013
Date d'obtention du doctorat 2018

Titre de la thèse de doctorat

Derivative Securities in Risk Management and Asset Pricing

Directeur de thèse

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.

Contact Us
Get in Touch with Us Here