Sfoglia per Autore
Sulla valutazione dei crediti a scopo di cessione
1990-01-01 M. MARENA
L’indicizzazione finanziaria in contratti di vendita rateale a sconto commerciale
1991-01-01 M. MARENA
Tassi trasparenti
1993-01-01 S. BOSCO; M. L. GOTA; M. MARENA; L. PECCATI
TAEG e commissioni
1994-01-01 M.L. GOTA; M. MARENA
Un metodo di valutazione di un portafoglio assicurativo vita
1994-01-01 Camillo, R.; Marena, M.
Neighborhood Turnpike Theorem for Continuous-Time Optimization Models
1999-01-01 MARENA M.; L. MONTRUCCHIO
Copulae as a New Tool in Financial Modelling
2002-01-01 E. LUCIANO; MARENA M.
Value at Risk Bounds for Portfolios of non-normal Returns
2002-01-01 E. LUCIANO; MARENA M.
Portfolio Value at Risk Bounds
2002-01-01 E. LUCIANO; MARENA M
Probabilistic techniques for contingent claims evalution
2002-01-01 G. FUSAI; G. LONGO; M. MARENA; A. VULCANO
A copula lattice based method for asset returns
2005-01-01 M.MARENA; N. WEBBER
Grid based full portfolio revaluation for VaR computation
2006-01-01 G. FUSAI; R. CHINELLI; D. DE MARTINI; G. LONGO; M. MARENA; L. MARIANO; R. CAPPUCCIO; R. SGHERRI; L. REGINI; W. CHIERICI; E. COCCIA
Option pricing, maturity randomization and grid computing
2007-01-01 G. FUSAI; D. MARAZZINA; M. MARENA
The Laplace transform
2008-01-01 G. FUSAI; M. MARENA; A. RONCORONI
Option pricing, maturity randomization and grid computing
2008-01-01 G. FUSAI; D. MARAZZINA; M. MARENA
Analytical pricing of discretely monitored Asian-style options: theory and application to commodity markets
2008-01-01 G. FUSAI; M. MARENA; A. RONCORONI
Lévy processes and option pricing by recursive quadrature
2009-01-01 G. Fusai; G. Longo; M. Marena; M.C. Recchioni
Option Pricing, Maturity Randomization and Distributed Computing
2010-01-01 G. Fusai; D. Marazzina; M. Marena
Pricing Discretely Monitored Asian Options by Maturity Randomization.
2011-01-01 G.Fusai; D. Marazzina; M. Marena
Z-Transform and Preconditioning Techniques for Option Pricing
2011-01-01 G. Fusai; D. Marazzina; M. Marena; M. Ng
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