Gianluca Fusai
Università del Piemonte Orientale
My recent papers
- A Gentle Introduction to Value at Risk
- A Gentle Introduction to Default Risk and Counterparty Credit Modelling
- Quantitative Assessment of Common Practice Procedures in the Fair Evaluation of Embedded Options in Insurance Contracts
- Electricity Forward Curves with Thin Granularity
- Integrated Structural Approach to Counterparty Credit Risk with Dependent Jumps
- A General Closed-Form Spread Option Pricing Formula
- Asian Options with Jumps