Sfoglia per Autore
Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management
2015-01-01 Roncoroni, Andrea; Cummins, Mark; Fusai, Gianluca
Handbook of multi-commodity markets and products: structuring, trading and risk management
2015-01-01 Fusai, Gianluca; Longo, Giovanni; Marena,
Counterparty credit risk in a multivariate structural model with jumps
2015-01-01 Fusai, Gianluca; Ballotta, Laura
Pricing exotic derivatives exploiting structure
2014-01-01 Sesana, Debora; Marazzina, Daniele; Fusai, Gianluca
Correction: Exchange Option under Jump-diffusion Dynamics
2014-01-01 Caldana, Ruggero; Cheang, Gerald H. L.; Chiarella, Carl; Fusai, Gianluca
Sovereign Credit Risk in a Hidden Markov Regime - Switching Framework. Part 2
2013-01-01 Fusai, Gianluca; L., Potgieter
A general closed-form spread option pricing formula
2013-01-01 Caldana, Ruggero; Fusai, Gianluca
Z-Transform and preconditioning techniques for option pricing
2012-01-01 Fusai, Gianluca; Daniele, Marazzina; Marina, Marena; Michael, Ng
Pricing Credit Derivatives in a Wiener-Hopf Framework
2012-01-01 Fusai, Gianluca; Guido, Germano; Daniele, Marazzina
Pricing Discretely Monitored Asian Options by Maturity Randomization
2011-01-01 Fusai, Gianluca; Marazzina, D.; Marena, M.
New efficient frontier: can structured products really improve risk-return profile?
2011-01-01 G., Zanotti; Fusai, Gianluca
New efficient frontier: can structured products really improve risk-return profile?
2011-01-01 G., Zanotti; Fusai, Gianluca
Option Pricing, Maturity Randomization and Dis- tributed Computing
2010-01-01 Fusai, Gianluca; Marazzina, D.; Marena, M.
New Efficient Frontier: can structured products really improve risk return profile?
2010-01-01 Fusai, Gianluca; G., Zanotti
Lookback Options
2010-01-01 Fusai, Gianluca
New Efficient Frontier: can structured products really improve risk return profile?
2010-01-01 Fusai, Gianluca; G., Zanotti
Corridor Options
2010-01-01 Fusai, Gianluca
Functional clustering and linear regression for peak load forecasting
2010-01-01 Fusai, Gianluca; Goia, Aldo; May, Caterina
The Wiener-Hopf Technique and Discretely Monitored Path-Dependent Option Pricing
2010-01-01 Green, R; Fusai, Gianluca; Abrahams, D.
Levy Processes and Option Pricing by Recursive Quadrature
2009-01-01 Fusai, Gianluca; Longo, Giovanni; Marena, M; Recchioni, M. C.
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