4. Physics
  5. Condensed Matter
  6. Other Condensed Matter

Giacomo Bormetti

Physics – Condensed Matter – Other Condensed Matter

Scientist

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A Generalized Fourier Transform Approach to Risk Measures

Economy – Quantitative Finance – Risk Management
Scientific paper

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A Non-Gaussian Approach to Risk Measures

Physics – Physics and Society
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Accounting for risk of non linear portfolios: a novel Fourier approach

Economy – Quantitative Finance – Risk Management
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Exact Moment Scaling from Multiplicative Noise

Physics – Condensed Matter – Statistical Mechanics
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Minimal model of financial stylized facts

Economy – Quantitative Finance – Statistical Finance
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Profile ID: LFWR-SCP-P-182201

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