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Information on didactic, research and institutional assignments on this page are certified by the University; more information, prepared by the lecturer, are available on the personal web page and in the curriculum vitae indicated on this webpage.
Information
LecturerMarazzina Daniele
QualificationFull professor full time
Belonging DepartmentDipartimento di Matematica
Scientific-Disciplinary SectorSTAT-04/A - Mathematical Methods For Economy, Finance And Actuarial Sciences
Curriculum VitaeDownload CV (177.42Kb - 19/02/2025)
OrcIDhttps://orcid.org/0000-0001-6107-9822

Contacts
Office hours
DepartmentFloorOfficeDayTimetableTelephoneFaxNotes
MatematicaTerzo------From :
To :
+39.02.2399.4630---Ricevimento su appuntamento
E-maildaniele.marazzina@polimi.it
Personal websitehttps://www.qfinlab.polimi.it/marazzina/

Data source: RE.PUBLIC@POLIMI - Research Publications at Politecnico di Milano

List of publications and reserach products for the year 2025 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Scientific Books
ESERCIZI DI FINANZA QUANTITATIVA (Show >>)


List of publications and reserach products for the year 2024 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Journal Articles
Bankruptcy and retirement: a comparison in an optimal stopping times ordered framework (Show >>)
Counting jumps: does the counting process count? (Show >>)
Effect of labour income on the optimal bankruptcy problem (Show >>)


List of publications and reserach products for the year 2023 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Journal Articles
An investigation of the Volatility Adjustment (Show >>)
Debt redemption fund and fiscal incentives (Show >>)
ESG ratings explainability through machine learning techniques (Show >>)
Health insurance, portfolio choice, and retirement incentives (Show >>)
Market impact and efficiency in cryptoassets markets (Show >>)
On the feasibility of a debt redemption fund (Show >>)
Online or on-campus? Analysing the effects of financial education on student knowledge gain (Show >>)
Should I have closed? A multiplex network approach for the short-term economic effect of Covid-19 containment measures in the EU (Show >>)


List of publications and reserach products for the year 2022 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Contributions on scientific books
Le attività del QFinLab-Politecnico di Milano in tema di educazione finanziaria (Show >>)
Journal Articles
A machine learning model for lapse prediction in life insurance contracts (Show >>)
A new class of multidimensional Wishart-based hybrid models (Show >>)
Cryptocurrencies and stablecoins: a high-frequency analysis (Show >>)
Financial Education during COVID-19 - Assessing the effectiveness of an online programme in a high school (Show >>)
On the design of sovereign bond-backed securities (Show >>)
The impact of liquidity constraints and cashflows on the optimal retirement problem (Show >>)


List of publications and reserach products for the year 2021 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Journal Articles
L’educazione finanziaria nelle scuole secondarie. La proposta Edufin@Polimi e l’esperienza presso l’Istituto di Istruzione Superiore Alberti di Bormio (Show >>)
On the application of Wishart process to the pricing of equity derivatives: the multi-asset case (Show >>)
Optimal investment strategies with a minimum performance constraint (Show >>)
manifesti v. 3.9.3 / 3.9.3
Area Servizi ICT
24/04/2025