Projects

Hawkes process in ETF option pricing

A Hawkes-Based Approach to ETF Option Pricing

• Article published under student association, Bocconi Student Capital Markets
• Personally contributed to the theoretical section

Black–Scholes model

The Pricing of Options and Corporate Liabilities

• Presentation delivered for student association, Economic Society for Bocconi Students
• Presented a breakdown of the Black-Scholes option pricing model from the original 1973 paper