Thèse de doctorat : Università della Svizzera italiana, 2007 ; 2007COM008.
Die Themen Ernährung und Bewegung wurden in den letzten Jahren angesichts einer stetig wachsenden Übergewichtsproblematik vermehrt in die Gesundheits- und Lifestyle Diskussion aufgenommen. Forciert wird diese gesteigerte Aufmerksamkeit unter anderem durch verschiedenste Informationsquellen, insbesondere durch die Massenmedien. Im Zuge eines wachsenden Marktes von...
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In this paper, the system is viewed as a construction based on the actors’ cognitive and social interactions. The system is the result of multiple – actor sense making (Weick 1995), but at the same time it orients social sense making. In this process each actor’s point of view is a representation of both the system and the context perceived as pertinent by the actor. In other words, the...
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In this paper we propose an algorithm for pricing derivatives written on electricity in an incomplete market setting. A discrete time model for price dynamics which embodies the main features of electricity price revealed by simple time series analysis is considered. We use jointly Binomial and Monte Carlo methods for pricing under a risk-neutral measure of which we prove the existence.
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Thèse de doctorat : Università della Svizzera italiana, 2004 ; 2004ECO004.
This thesis presents a Bayesian analysis of a non-linear time series model. In particular, we deal with a mixture of normal distributions whose means are linear functions of the past values of the observed variable. Since the component densities of the mixture can be viewed as the conditional distributions of different Gaussian autoregressive models, the model is referred as mixture of...
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Thèse de doctorat : Università della Svizzera italiana, 2004 ; 2004COM002.
Lo scopo di questo dottorato di ricerca è di analizzare in che modo l'informatica e le nuove tecnologie della comunicazione possano modificare le situazioni di formazione e le pratiche didattiche. L'idea che prevale è che siano degli strumenti in grado di facilitare l'esecuzione dei compiti, potenziare i processi di insegnamento e di apprendimento, promuovere lo sviluppo individuale e di gruppo...
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Thèse de doctorat : Università della Svizzera italiana, 2003 ; 2003ECO001.
In this thesis, we derive an analytical closed-form approximation for European option prices under the GARCH diffusion model, where the price is driven by a geometric process and the variance by an uncorrelated mean reverting geometric process. This result has several important implications. First and foremost, these conditional moments allow us to obtain an analytical closed-form approximation...
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Thèse de doctorat : Università della Svizzera italiana, 2004 ; 2004ECO002.
Corporate raiders are often associated with the 1980s takeover wave that reshaped the U.S. corporate landscape. While during the 1980s Europe remained relatively immune to this sort of investor, corporate raiders have operated actively both in Continental Europe and in the U.K. since the mid-1990s. Yet these corporate raiders are very different from the raiders that operated in the U.S. market...
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Thèse de doctorat : Università della Svizzera italiana, 2002 ; 2002ECO001.
This thesis explores a way of representing the structure of the international trade system and of understanding its behaviour. Its main contribution is a model, developed following computer simulation methodology, that deals with interactions and interdependencies in international trade, and consequently, with the study of patterns of trade and trading bloc formation. The simulation model allows...
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