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Mostrati risultati da 21 a 40 di 112
Titolo Data di pubblicazione Autore(i) File
Present value decomposition of foreign currency assets 1993 M. Uberti
A note on Shiu's immunization results 1996 M. Uberti
Quadratic Dynamic Programming 1996 L. Montrucchio; M. Uberti
A note on Shiu's immunization results 1997 M. Uberti
Immunization of portfolios with liabilities 1999 M. Uberti
Immunization of portfolios with liabilities 1999 M. Uberti
Quadratic Dynamic Programming 2000 L. Montrucchio; M. Uberti
Immunization of Portfolio with Liabilities 2000 M. Uberti
Quadratic Dynamic Programming 2001 L. MONTRUCCHIO; M. UBERTI
A new approach to quadratic dynamic programming: survey and results 2002 M. UBERTI
Jumps and non-linear stochastic volatility models for equity emerging markets 2002 R. PEZZO; M. UBERTI
Volatility forecasting performances of SVOL and AJD models for very volatile markets 2002 R. PEZZO; M. UBERTI
A new affine stochastic volatility model with jumps for equity emerging market 2002 R. PEZZO; M. UBERTI
Stochastic volatility models with jumps as a new forecast perspective for equity emerging markets 2002 R. Pezzo; M. Uberti
Stochastic volatility models with jumps as a new forecast perspective for equity emerging markets 2002 R. Pezzo; M. Uberti
A new jump-diffusion model and performances of affine stochastic volatility models for equity emerging markets 2003 R. PEZZO; M. UBERTI
A new jump-diffusion model and performances of affine stochastic volatility models for equity emerging markets 2004 R. PEZZO; M. UBERTI
Forecasting volatility using Inverted-Gamma Distributions in affine jump-diffusion models 2004 R. PEZZO; M. UBERTI
Approaches to forecasting volatility: models and their performances for emerging equity markets 2005 R. PEZZO; M. UBERTI
Dinamiche dei tassi d'interesse con politiche monetarie fondate sulla regola di Taylor 2005 S. CASELLINA; M. UBERTI
Mostrati risultati da 21 a 40 di 112
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