Giacomo Bormetti
Professor
Department of Mathematics
Bologna University
Italy
Biography
Dr. Giacomo Bormetti is affiliated to Department of Mathematics, Bologna University, ITALY. Dr. Giacomo Bormetti is currently providing services as Professor . Dr. Giacomo Bormetti has authored and co-authored multiple peer-reviewed scientific papers and presented works at many national and International conferences. Dr. Giacomo Bormetti contributions have acclaimed recognition from honourable subject experts around the world. Dr. Giacomo Bormetti is actively associated with different societies and academies. Dr. Giacomo Bormetti academic career is decorated with several reputed awards and funding.
Research Interest
Market microstructure
Publications
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Damian Eduardo, Taranto; Giacomo, Bormetti; Jean-Philippe, Bouchaud; Fabrizio, Lillo; Bence, Toth , Linear models for the impact of order flow on prices. I. History dependent impact models , "QUANTITATIVE FINANCE", 2017, 00, pp. 1 - 13 [Article]
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Bormetti, Giacomo; Brigo, Damiano; Francischello, Marco; Pallavicini, Andrea , Impact of Multiple Curve Dynamics in Credit Valuation Adjustments under Collateralization , "QUANTITATIVE FINANCE", 2017, 00, pp. 1 - 25 [item]
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Giacomo Bormetti; Giorgia Callegaro; Giulia Livieri; Andrea Pallavicini , A Backward Monte Carlo Approach to Exotic Option Pricing , "EUROPEAN JOURNAL OF APPLIED MATHEMATICS", 2017, 00, pp. 1 - 42 [Article]
