The layout of this thesis is the following. In Chapter 2, I introduce some basic elements of modem cosmology and devote special attention to recent observational constraints on cosmological parameters. I also review the theory of gravitational instability, paying particular attention to the theory of collapse of the initial density perturbations. Chapter 3 deals with the issue of hierarchical clustering. I present a Monte Carlo code to generate catalogues of haloes based on the EPS formalism, and then compare its results with numerical simulations. In Chapters 4, 5, and 6 PINOCCHIO code is presented and tested. First, I describe the analytical backbones of this algorithm and then test the code against numerical simulations in order to verify its ability of estimating the statistical properties of the hierarchical clustering of haloes. I will show that PINOCCHIO can also reproduce the numerical experiments to an object-by-object level. In the last two Chapters, I study the evolution of satellites in DM haloes. Chapter 7 derives a simple formula for the decaying time of rigid satellites orbiting in Navarro Frank & White haloes, while Chapter 8 studies the fate of mass loosing satellites which sink in the main DM halo. Conclusions are presented in the last sections of the chapters containing
original results (namely, Chapter 3,4,5,6,7,8) and summarized in Chapter 9.
