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Titolo Data di pubblicazione Autore(i) File
GARCH Model as Diffusion Approximation: A Simulation Approach for Currency Hedging Using Options. 1-gen-1997 Castellano, Rosella; DI OTTAVIO, F. -
Information Flows and Bid-Ask Spreads for the BTP-Futures 1-gen-1997 Castellano, Rosella; D'Ecclesia, R. L. -
Portfolio Performances Using Options Strategies 1-gen-2000 Castellano, Rosella; Giacometti, R. -
The Specialist’s Role and its Effect on Thin Stock prices: The Italian Case 1-gen-2000 Castellano, Rosella; Bruni, L. -
Performance of a hedged stochastic portfolio model in the presence of extreme events. 1-gen-2001 Castellano, Rosella; Giacometti, R. CompEcon.pdf
International Summer School on Risk Measurement and Control 1-gen-2005 Castellano, Rosella -
Long Swings in Exchange Rates: a Stochastic Control Approach 1-gen-2007 Castellano, Rosella; D'Ecclesia, R. L. ITOR_608_Printed_Version.pdf
Bayesian inference for Hidden Markov Models 1-gen-2007 Castellano, Rosella; Scaccia, Luisa -
Bayesian hidden Markov models for financial data 1-gen-2007 Castellano, Rosella; Scaccia, Luisa cladag2007Rosellashort.pdf
Energia e crescita economica: sviluppo ed analisi di modelli 1-gen-2008 Mammana, Cristiana; Michetti, Elisabetta; Castellano, Rosella; Scaccia, Luisa; Cerqueti, Roy -
Rating announcements and their effect on Credit Derivatives. 1-gen-2008 Castellano, Rosella; D'Ecclesia, R. L. -
A Disutility-Based Drift Control for Exchange Rates 1-gen-2008 Castellano, Rosella; Cerqueti, Roy; D'Ecclesia, R. -
CDS Price Signaling 1-gen-2009 Castellano, Rosella; D'Ecclesia, R. L. -
Light Stocks and Wealth Allocation 1-gen-2010 Castellano, Rosella; Cerqueti, Roy 001-004-Castellano_Cerqueti-1.pdf
Bayesian hidden Markov models for financial data 1-gen-2010 Castellano, Rosella; Scaccia, Luisa DAC.pdf
The transtion of the financial system towards the enhancement of economic, social and environmental objectives through financial innovation 1-gen-2010 Mammana, Cristiana; Michetti, Elisabetta; Castellano, Rosella; Cerqueti, Roy; Scaccia, Luisa -
A Markov Switching Re-evaluation of Event-Study Methodology 1-gen-2010 Castellano, Rosella; Scaccia, Luisa COMPSTAT10_articolo.pdf
Credit Quality and CDS’ Volatility: The Key Signal 1-gen-2011 Castellano, Rosella; D'Ecclesia, R. L. Atene.pdf
Credit Default Swaps and Rating Announcements 1-gen-2011 Castellano, Rosella; R. L., D'Ecclesia -
Sviluppo sostenibile e comparto finanziario 1-gen-2011 Castellano, Rosella -
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