Analysis of the financial risks

  1. Development of models of quantitative finance for the princing of assets in optics Asset Liability Management and Solvency II
  2. Development of an Economic Scenery Generator of support to the structures Asset Liability Management
  3. Evaluations referring to the optimization of portfolio of assets
  4. Development of models of risk for the evaluation of the Market Risk and the Counterparty Credit Risk
  5. Survey of the time value of options and guarantees in optic MCEV and Solvency II
  6. Predisposition of Stress Tests