Sfoglia per Autore
Fulfillment of Regulatory Requirements on VAR and Optimal Portfolio Policies
2000-01-01 E. LUCIANO
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.
Cycles optimization: the equivalent annuity and the NPV approaches
2001-01-01 E. LUCIANO; PECCATI L.
BIVARIATE OPTION PRICING WITH COPULAS
2002-01-01 E. LUCIANO; CHERUBINI U
Copulae as a New Tool in Financial Modelling
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.
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
Pricing vulnerable options with copulas
2003-01-01 CHERUBINI; U; E. LUCIANO; E
Copula vulnerability
2003-01-01 E. LUCIANO; CHERUBINI U.
Pricing and Hedging credit derivatives with copulas
2003-01-01 CHERUBINI; U; E. LUCIANO
Developing an Annuity Market in Europe
2004-01-01 E. FORNERO; E. LUCIANO
Copula methods in finance
2004-01-01 U. CHERUBINI; E. LUCIANO; W. VECCHIATO
Non mean reverting affine processes for stochastic mortality
2005-01-01 E. LUCIANO; E. VIGNA
A note on stochastic survival probabilities and their calibration
2005-01-01 E. LUCIANO; E. VIGNA
Calibrating risk-neutral default correlation
2005-01-01 E. LUCIANO
Non mean reverting affine processes for stochastic mortality (Measuring mortality risk in pricing life insurance products)
2005-01-01 E. LUCIANO; E. VIGNA
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