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Mostrati risultati da 41 a 60 di 93
Titolo Data di pubblicazione Autore(i) File
Ownership links, leverage and credit risk 2008 E. LUCIANO; G. NICODANO
Spark spread options when commodity prices are represented as time changed Brownian Motions 2008 E. LUCIANO
Modelling stochastic mortality for dependent lives 2008 Elisa Luciano; Jaap Spreeuw; Elena Vigna
Mortality risk via affine stochastic intensities: calibration and empirical relevance 2008 Elisa Luciano; Elena Vigna
Copula-based default dependence modelling: where do we stand? 2008 E. LUCIANO
Calibrating risk-neutral default correlation 2007 E. LUCIANO
Single and joint default in a structural model with purely discontinuous assets 2007 E. LUCIANO; F. FIORANI; P. SEMERARO
Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators 2007 E. LUCIANO; P. SEMERARO
Bank Efficiency and Banking Sector Development: the Case of Italy. 2007 E. LUCIANO; L. REGIS
Generalized normal mean variance mixture and subordinated Brownian motion. 2007 E. LUCIANO; P. SEMERARO
Credit risk in pure jump structural models 2006 E. LUCIANO; F. FIORANI
A multivariate jump-driven financial asset model 2006 E. LUCIANO; W. SCHOUTENS
Copulas and dependence models in credit risk: diffusions versus jumps 2006 E. LUCIANO
Non mean reverting affine processes for stochastic mortality 2005 E. LUCIANO; E. VIGNA
Non mean reverting affine processes for stochastic mortality (Measuring mortality risk in pricing life insurance products) 2005 E. LUCIANO; E. VIGNA
A note on stochastic survival probabilities and their calibration 2005 E. LUCIANO; E. VIGNA
Calibrating risk-neutral default correlation 2005 E. LUCIANO
Developing an Annuity Market in Europe 2004 E. FORNERO; E. LUCIANO
Copula methods in finance 2004 U. CHERUBINI; E. LUCIANO; W. VECCHIATO
Copula vulnerability 2003 E. LUCIANO; CHERUBINI U.
Mostrati risultati da 41 a 60 di 93
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