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The study analyses finite difference methods and stochastic volatility for option pricing model till Asian and Barrier options. Simulated result is presented with VBA code. The interest rate models is analyzed in arbitrage setting e simulated environment by using an affine term structure and the drift condition in combination with inflation model by measuring the liquidity and risk premium by presenting an efficient Monte Carlo simulator. Structural Model is presented in single time maturity and default barrier in first passage model. The intensity model is also faced by analyzing the liquidity e risk premium with copula approaches as well. The asset liability management is also analyzed with its implications for the duration measures in insurance companies and banks. Portfolio optimization is analyzed with Bayesian applications for smart beta. Value at Risk is also analyzed both static and dynamic with implications for the percentile of daily return and the tails risks by using a simulated approach

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I am Graduate in Economics at University of Bologna, did a research at University College London & HEC School of Management, after I was Quant Analyst in a financial institution for several years

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