New trends in financial modelling, risk management and asset pricing

Aim of this project is to react to some of the recent trends on the global financial markets and research their implications for different areas of financial modelling, with particular focus on asset pricing, risk management, derivatives valuation, systemtic risk modelling and public finance. Among the main trends we will focus on are the (i) rapid advancements of machine learning and its financial applications, (ii) rise of cryptocurrencies and digital asset markets, and the (iii) increasing impact of physical and transition risks of climate change on financial modelling. All of these trends represent active areas of research in top-tier financial journals with a profound impact on multiple areas of financial modelling. The goal of our project is to contribute to these areas of research, develop state-of-art new modelling approaches relevant for research and practice, and publish our findings in high-rated financial journals.