IRIS
FUSAI, Gianluca
 Distribuzione geografica
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Continente #
EU - Europa 2.937
NA - Nord America 2.646
AS - Asia 1.629
SA - Sud America 283
Continente sconosciuto - Info sul continente non disponibili 200
AF - Africa 87
OC - Oceania 4
Totale 7.786
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Nazione #
US - Stati Uniti d'America 2.590
IT - Italia 644
RU - Federazione Russa 643
SG - Singapore 484
IE - Irlanda 463
CN - Cina 409
DE - Germania 289
VN - Vietnam 258
HK - Hong Kong 251
SE - Svezia 236
BR - Brasile 208
UA - Ucraina 179
FR - Francia 166
FI - Finlandia 117
GB - Regno Unito 81
ID - Indonesia 35
KR - Corea 32
AR - Argentina 31
IN - India 30
CA - Canada 29
ZA - Sudafrica 27
BD - Bangladesh 26
SC - Seychelles 24
NL - Olanda 19
JP - Giappone 18
BJ - Benin 16
ES - Italia 16
IR - Iran 15
BE - Belgio 14
EC - Ecuador 14
PL - Polonia 14
IQ - Iraq 11
MX - Messico 11
RO - Romania 11
BG - Bulgaria 10
CY - Cipro 9
CL - Cile 8
PY - Paraguay 8
AT - Austria 7
CH - Svizzera 7
PK - Pakistan 7
CO - Colombia 6
CZ - Repubblica Ceca 6
IL - Israele 5
MA - Marocco 5
UZ - Uzbekistan 5
AU - Australia 4
EU - Europa 4
JM - Giamaica 4
PE - Perù 4
PT - Portogallo 4
TH - Thailandia 4
CR - Costa Rica 3
DO - Repubblica Dominicana 3
GR - Grecia 3
KZ - Kazakistan 3
MO - Macao, regione amministrativa speciale della Cina 3
NP - Nepal 3
SN - Senegal 3
VE - Venezuela 3
BH - Bahrain 2
BZ - Belize 2
EG - Egitto 2
KE - Kenya 2
KG - Kirghizistan 2
KW - Kuwait 2
LT - Lituania 2
MY - Malesia 2
QA - Qatar 2
TW - Taiwan 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AE - Emirati Arabi Uniti 1
BA - Bosnia-Erzegovina 1
BY - Bielorussia 1
CI - Costa d'Avorio 1
DZ - Algeria 1
GD - Grenada 1
GE - Georgia 1
GP - Guadalupe 1
HN - Honduras 1
HR - Croazia 1
HU - Ungheria 1
JO - Giordania 1
KH - Cambogia 1
LY - Libia 1
MK - Macedonia 1
MU - Mauritius 1
NG - Nigeria 1
NI - Nicaragua 1
PH - Filippine 1
PS - Palestinian Territory 1
SA - Arabia Saudita 1
SI - Slovenia 1
TG - Togo 1
TM - Turkmenistan 1
TN - Tunisia 1
TR - Turchia 1
TZ - Tanzania 1
UY - Uruguay 1
Totale 7.591
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Città #
Dublin 463
Jacksonville 321
Hong Kong 246
Singapore 181
Dallas 180
Council Bluffs 178
San Jose 170
Dearborn 146
Beijing 133
Ann Arbor 128
Ashburn 127
Buffalo 106
Moscow 84
Columbus 80
Wilmington 80
Ho Chi Minh City 78
Los Angeles 69
Lauterbourg 64
Chandler 61
Lawrence 56
Princeton 56
Milan 53
Hanoi 52
Piemonte 50
New York 41
Novara 40
San Mateo 40
Andover 39
Munich 32
Santa Clara 32
Turin 29
Bremen 27
Houston 26
Jakarta 26
Seoul 26
Helsinki 25
Dong Ket 24
Mahé 23
São Paulo 20
Torino 20
Rome 18
Frankfurt am Main 17
Phoenix 17
Rio de Janeiro 17
Cotonou 16
Naples 16
Brussels 14
Henderson 14
Carignano 13
Guangzhou 13
Tianjin 13
Woodbridge 12
Amsterdam 11
Carol Stream 11
Montreal 11
Sacramento 11
Tokyo 11
Da Nang 10
Johannesburg 10
Muizenberg 10
Stockholm 10
Warsaw 10
Bologna 9
Brescia 9
Hefei 9
Lonato 9
Nicosia 9
Orem 9
Zanjan 9
Fairfield 8
Haiphong 8
Hải Dương 8
Rho 8
Toronto 8
Brooklyn 7
Busto Arsizio 7
Catania 7
Chennai 7
Ferrara di Monte Baldo 7
Norwalk 7
Philadelphia 7
Poplar 7
Boardman 6
Charlotte 6
Florence 6
Gavardo 6
Kunming 6
London 6
Manchester 6
Nuremberg 6
Padova 6
Paris 6
Redondo Beach 6
San Diego 6
Thái Bình 6
Turku 6
Atlanta 5
Barcelona 5
Buenos Aires 5
Caerano di San Marco 5
Totale 4.180
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Nome #
Z-Transform and preconditioning techniques for option pricing 500
Default risk premium and asset prices 220
Handbook of multi-commodity markets and products: structuring, trading and risk management 210
Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market 183
General lattice methods for arithmetic Asian options 177
Interest rate structured products: can they improve the risk–return profile? 163
Approximate pricing of swaptions in affine and quadratic models 151
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts 150
Assessing Views 143
ICU capacity expansion under uncertainty in the early stages of a pandemic 140
Accurate pricing of swaptions via Lower Bound 139
Sovereign Credit Risk in a Hidden Markov Regime - Switching Framework. Part 2 131
Risk management of climate impact for tourism operators: An empirical analysis on ski resorts 126
Integrated structural approach to Credit Value Adjustment 124
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II 124
Functional clustering and linear regression for peak load forecasting 123
Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management 123
Correction: Exchange Option under Jump-diffusion Dynamics 122
Corridor Derivatives and Arc-Sine Law 121
General closed-form basket option pricing bounds 121
Spitzer Identity, Wiener-Hopf Factorization and Pricing of Discretely Monitored Exotic Options 119
Grid based full portfolio revaluation for VaR computation 118
Dynamic Value at Risk Measures under Optimal and Suboptimal Portfolio Policies 117
"La struttura per scadenza dei tassi di interesse" e "Appendice matematico statistica" 114
Hilbert transform, spectral filters and option pricing 114
We're not winning this battle. The COVID toll for limited ICU capacity. Capacity Expansion under Stochastic Demand: Managing ICU Capacity in a Pandemic. 111
New efficient frontier: can structured products really improve risk-return profile? 111
Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options 110
Pricing Credit Derivatives in a Wiener-Hopf Framework 107
Inflation Targeting e Struttura dei rendimenti 103
Implied Volatility Derivatives and Risk Neutral Model for Market Volatility 103
Applications of Laplace transform for evaluating occupation time options and other derivatives 103
Corridor Options 103
Pricing exotic derivatives exploiting structure 103
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options 102
Levy Processes and Option Pricing by Recursive Quadrature 100
A general closed-form spread option pricing formula 100
Technical Note. On Matrix Exponential Differentiation with Application to Weighted Sum Distributions 98
An exact analytical solution for discrete barrier options 98
Pricing of Asian Options: new insights 97
Discrete Extrema of Brownian Motion and Pricing of Exotic Options 94
A Note on the Analytical Pricing of Commodity Asian-Style Options under Discrete Monitoring 93
Implementing Models in Quantitative Finance: Methods and Cases 93
New efficient frontier: can structured products really improve risk-return profile? 93
Converting a covariance matrix from local currencies to a common currency 91
Pricing Discretely Monitored Asian Options by Maturity Randomization 91
New Efficient Frontier: can structured products really improve risk return profile? 91
Pricing on Trees Using New Risk-Free Rates 88
Analysis of Quadrature Methods for Pricing Discrete Barrier Options 87
Valuation of Exotic Options using Moments 84
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models 83
The Wiener-Hopf Technique and Discretely Monitored Path-Dependent Option Pricing 79
Estimation of Multivariate Asset Models with Jumps 79
Unified Moment-Based Modeling of Integrated Stochastic Processes 77
Option Pricing, Maturity Randomization and Dis- tributed Computing 77
Counterparty credit risk in a multivariate structural model with jumps 77
New Efficient Frontier: can structured products really improve risk return profile? 76
Grid Based Full Portfolio Revaluation for VaR Computation 68
Pricing Asian options via Fourier and Laplace transforms 67
Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms 66
Numerical Valuation of occupation derivatives: discrete and continuous monitoring 66
Pricing Discretely Monitored Asian Options under Lévy processes 62
Pricing financial claims contingent upon an underlying asset monitored at discrete times 61
Maturity Randomization and Option Pricing 61
Alternative Price Dynamics and Valuation of Flexible Strategies 60
Energy commodities and calendar spread options 58
Lookback Options 56
Monotonic transformation and recovering the implied stock price process 52
null 52
Lévy processes and option pricing by recursive quadrature (con Fusai, Marena, Recchioni), Journal of Current Issues in Finance, Business, and Economics 51
Counting jumps: does the counting process count? 39
null 37
Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment 36
Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling 19
Totale 7.786
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Categoria #
all - tutte 34.307
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 34.307
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022478 0 0 56 42 16 10 48 27 72 11 98 98
2022/2023870 68 45 27 26 61 62 20 59 460 7 21 14
2023/2024429 21 25 31 24 65 10 118 44 11 15 25 40
2024/2025816 32 24 33 7 31 117 93 67 164 83 15 150
2025/20262.812 158 109 205 345 267 201 390 470 213 198 159 97
2026/2027370 115 239 16 0 0 0 0 0 0 0 0 0
Totale 7.786