Sfoglia per Rivista QUANTITATIVE FINANCE
Mostrati risultati da 1 a 4 di 4
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model
2017-01-01 Recchioni, MARIA CRISTINA; Sun, Yu; Tedeschi, Gabriele
Expectations and systemic risk in EMU government bond spreads
2015-01-01 Canofari, Paolo; Marini, Giancarlo; Piersanti, Giovanni
From insurance risk to credit portfolio management: A new approach to pricing CDOs
2016-01-01 Andreoli, Alessandro; Ballestra, Luca Vincenzo; Pacelli, Graziella
Optimal solution of the liquidation problem under execution and price impact risks
2022-01-01 Mariani, F.; Fatone, L.
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model | 1-gen-2017 | Recchioni, MARIA CRISTINA; Sun, Yu; Tedeschi, Gabriele | |
Expectations and systemic risk in EMU government bond spreads | 1-gen-2015 | Canofari, Paolo; Marini, Giancarlo; Piersanti, Giovanni | |
From insurance risk to credit portfolio management: A new approach to pricing CDOs | 1-gen-2016 | Andreoli, Alessandro; Ballestra, Luca Vincenzo; Pacelli, Graziella | |
Optimal solution of the liquidation problem under execution and price impact risks | 1-gen-2022 | Mariani, F.; Fatone, L. |
Mostrati risultati da 1 a 4 di 4
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