UBERTI, Mariacristina
UBERTI, Mariacristina
MANAGEMENT "VALTER CANTINO"
A measure for the extra-costs to evaluate the global cost of credit
2020-01-01 Luisa Tibiletti , Mariacristina Uberti
A new affine stochastic volatility model with jumps for equity emerging market
2002-01-01 R. PEZZO; M. UBERTI
A new jump-diffusion model and performances of affine stochastic volatility models for equity emerging markets
2004-01-01 R. PEZZO; M. UBERTI
A Non-Absorbing Migration Rate with Renewal Approach to the Dynamic Estimation of Credit Risk Economic Capital
2014-01-01 S. Casellina; S. Landini; M. Uberti
A statistical mechanic view of stochastic dynamics in macroeconomics
2006-01-01 S. LANDINI; M. UBERTI
AI generativa (chatBot) in didattica
2023-01-01 Ivan Molineris, Leonardo Agasso, Ugo Ala, Beatrice Albanesi, Marco Beccuti, Marco Amato Cianci , Riccardo Casciaro , Franco Cauda , Riccardo Massimo Coda, Francesca Cordero, Luigi Di Caro , Ferdinando Di Cunto , Valerio Dimonte, Elena Mazzi , Gian Marco Mongiovi' , Gian Luca Pozzato, Luisa Tibiletti, Mariacristina Uberti , Erica Varese
Approssimazioni bilaterali di una funzione di ripartizione normale bidimensionale
1982-01-01 Mariacristina Uberti
Cobweb-interacting mortgage markets: evidences from Italy over the last fourteen years
2012-01-01 Casellina S.; Landini S.; Uberti M.
Credit risk measures and the estimation error in the ASRF model under the Basel II IRB approach
2021-01-01 Simone Casellina, Simone Landini, Mariacristina Uberti
Credit Risk Modelling: Migration Rates Systems with Renewal and an IFRS9-baseline
2019-01-01 Landini Simone ; Mariacristina Uberti; Simone Casellina
Dinamiche dei tassi d'interesse con politiche monetarie fondate sulla regola di Taylor
2005-01-01 S. CASELLINA; M. UBERTI
discussion-67EWGCFM_paper_5825: Are credit ratings agencies done lesson after 2008 global financial crisis- European and US banks’ credit ratings as a result of covid-19 crisis by Patrycja Chodnicka-Jaworska
2023-01-01 Uberti Mariacristina; Casellina Simone
Dynamics of interacting credit markets: a cobweb approach
2010-01-01 Casellina S.; Landini S.; Uberti M.
Dynamics of Mortgage Markets in Italy
2012-01-01 Casellina S.; Landini S.; Uberti M.
Forecasting volatility using Inverted-Gamma Distributions in affine jump-diffusion models
2004-01-01 R. PEZZO; M. UBERTI
Immunization of portfolios with liabilities
1999-01-01 M. Uberti
Interest rate dynamics with monetary policy founded on Taylor rule: extensions and performances
2006-01-01 S. CASELLINA; M. UBERTI
Jumps and non-linear stochastic volatility models for equity emerging markets
2002-01-01 R. PEZZO; M. UBERTI
Large deviation principle in economics for a short term forecasting
2006-01-01 S. LANDINI; M. UBERTI
Lease Agreement Evaluation in Finance and Accounting: An integrated approach to outstanding debt assessment
2015-01-01 Migliavacca, A; Puddu, L; Tibiletti, L; Uberti, M