Sfoglia per Autore
GARCH Model as Diffusion Approximation: A Simulation Approach for Currency Hedging Using Options.
1997-01-01 Castellano, Rosella; DI OTTAVIO, F.
Information Flows and Bid-Ask Spreads for the BTP-Futures
1997-01-01 Castellano, Rosella; D'Ecclesia, R. L.
Portfolio Performances Using Options Strategies
2000-01-01 Castellano, Rosella; Giacometti, R.
The Specialist’s Role and its Effect on Thin Stock prices: The Italian Case
2000-01-01 Castellano, Rosella; Bruni, L.
Performance of a hedged stochastic portfolio model in the presence of extreme events.
2001-01-01 Castellano, Rosella; Giacometti, R.
International Summer School on Risk Measurement and Control
2005-01-01 Castellano, Rosella
Long Swings in Exchange Rates: a Stochastic Control Approach
2007-01-01 Castellano, Rosella; D'Ecclesia, R. L.
Bayesian hidden Markov models for financial data
2007-01-01 Castellano, Rosella; Scaccia, Luisa
Bayesian inference for Hidden Markov Models
2007-01-01 Castellano, Rosella; Scaccia, Luisa
Rating announcements and their effect on Credit Derivatives.
2008-01-01 Castellano, Rosella; D'Ecclesia, R. L.
A Disutility-Based Drift Control for Exchange Rates
2008-01-01 Castellano, Rosella; Cerqueti, Roy; D'Ecclesia, R.
Energia e crescita economica: sviluppo ed analisi di modelli
2008-01-01 Mammana, Cristiana; Michetti, Elisabetta; Castellano, Rosella; Scaccia, Luisa; Cerqueti, Roy
CDS Price Signaling
2009-01-01 Castellano, Rosella; D'Ecclesia, R. L.
The transtion of the financial system towards the enhancement of economic, social and environmental objectives through financial innovation
2010-01-01 Mammana, Cristiana; Michetti, Elisabetta; Castellano, Rosella; Cerqueti, Roy; Scaccia, Luisa
A Markov Switching Re-evaluation of Event-Study Methodology
2010-01-01 Castellano, Rosella; Scaccia, Luisa
Light Stocks and Wealth Allocation
2010-01-01 Castellano, Rosella; Cerqueti, Roy
Bayesian hidden Markov models for financial data
2010-01-01 Castellano, Rosella; Scaccia, Luisa
Sviluppo sostenibile e comparto finanziario
2011-01-01 Castellano, Rosella
Cambiamento strutturale e crescita
2011-01-01 Mammana, Cristiana; Michetti, Elisabetta; S., Brianzoni; Cerqueti, Roy; Castellano, Rosella; Scaccia, Luisa; D., Cheban
Credit Quality and CDS’ Volatility: The Key Signal
2011-01-01 Castellano, Rosella; D'Ecclesia, R. L.
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