Profilbild

Prof. Dr. Cosimo-Andrea Munari - Supervised theses

Professor of Finance and Insurance

@iranum.omisocbf.uzh.ch
AND-2.54, Andreasstr. 15, 8050 Zürich
+41 44 634 56 29
CV vCard Details Teaching Publications Supervised theses

Master Theses (5)

Law-invariant risk measures
Antoine Lyson
Supervisor(s): Erich Walter Farkas, Cosimo-Andrea Munari
University of Zurich, 2015.


No-arbitrage conditions on general topological spaces
Giada Bordogna
Supervisor(s): Erich Walter Farkas, Cosimo-Andrea Munari
ETH Zurich, 2013.


Stability properties of risk measures
Nathalie Schenk
Supervisor(s): Erich Walter Farkas, Cosimo-Andrea Munari
University of Zurich, 2013.


A short note on indifference pricing
Alexandre Villard
Supervisor(s): Erich Walter Farkas, Cosimo-Andrea Munari
University of Zurich, 2013.


Risk measures in market models with transaction costs
Mariangela Rizzo
Supervisor(s): Erich Walter Farkas, Cosimo-Andrea Munari
University of Zurich, 2013.


Bachelor Theses (4)

VaR and AVaR Based Capital Requirements with Defaultable Securities
Maurice Weber
Supervisor(s): Erich Walter Farkas, Cosimo-Andrea Munari
ETH Zürich, 2015.


Analysis of Convex Risk Measures on L^1
Patrick Zöchbauer
Supervisor(s): Erich Walter Farkas, Cosimo-Andrea Munari
ETH Zürich, 2014.


Risk Measures and Capital Requirements
Sara Svaluto
Supervisor(s): Erich Walter Farkas, Cosimo-Andrea Munari
ETH Zürich, 2012.


Value-at-Risk and Tail Value-at-Risk: A Comparison Study
Jarno Hartog
Supervisor(s): Erich Walter Farkas, Cosimo-Andrea Munari
ETH Zürich, 2012.