Sfoglia per Autore
Pricing vulnerable options with copulas
2003-01-01 CHERUBINI; U; E. LUCIANO; E
Pricing and Hedging credit derivatives with copulas
2003-01-01 CHERUBINI; U; E. LUCIANO
Copulae as a New Tool in Financial Modelling
2002-01-01 E. LUCIANO; MARENA M.
BIVARIATE OPTION PRICING WITH COPULAS
2002-01-01 E. LUCIANO; CHERUBINI U
VaR as a Risk Measure for Multiperiod Static Inventory Models
2002-01-01 E. LUCIANO; CIFARELLI D. M; PECCATI L
A Value at Risk approach to background risk
2002-01-01 E. LUCIANO; KAST R
Portfolio Value at Risk Bounds
2002-01-01 E. LUCIANO; MARENA M
Stationary Optimal Lenghts for the Plant Renewal Problem
2002-01-01 E. LUCIANO; PECCATI L.
Value at Risk Bounds for Portfolios of non-normal Returns
2002-01-01 E. LUCIANO; MARENA M.
Cycles optimization: the equivalent annuity and the NPV approaches
2001-01-01 E. LUCIANO; PECCATI L.
Value at Risk trade-off and capital allocation
2001-01-01 CHERUBINI U; E. LUCIANO
Dynamic VaR under optimal and suboptimal portfolio policies
2001-01-01 E. LUCIANO; FUSAI G.
Fulfillment of Regulatory Requirements on VAR and Optimal Portfolio Policies
2000-01-01 E. LUCIANO
A note on Loadings and Deductibles: can a vicious circle arise?
1999-01-01 E. LUCIANO
Some Basic Problems in Inventory Theory: the Financial Perspective
1999-01-01 E. LUCIANO; PECCATI L.
Swap pricing and hedging of general DCFs
1998-01-01 E. LUCIANO
Capital structure and inventory management: the temporary sale price problem
1998-01-01 E. LUCIANO; PECCATI L.
A note on the pricing solution to bilateral monopoly and its efficiency
1998-01-01 E. LUCIANO; PECCATI L
Revision of industrial supply conditions and game theory
1997-01-01 GALLO P; E. LUCIANO; PECCATI L
MATEMATICA PER LA GESTIONE FINANZIARIA
1997-01-01 E. LUCIANO; PECCATI L.
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile