Sfoglia per Autore
A general equilibrium model for the term structure of interest rates and interactions between fiscal and monetary policy
2005 S.Romagnoli ; M.Marzo
The range of derivative's arbitrage prices in a general incomplete market
2005 S.Romagnoli
The range of derivative's arbitrage prices in a general incomplete market
2005 S. Romagnoli
The future gas price for affine jump diffusion
2005 S. Romagnoli; M. Marzo
Barrier Copula Functions
2005 U.Cherubini ; S.Romagnoli
Modello matematico per il calcolo del TFR ex IAS19
2006 S. Romagnoli; C. Muzzi
The dependence structure of running maxima and minima:results and option pricing applications
2007 U. Cherubini; S. Romagnoli
A Copula-Based Model of the Term Structure of CDO Tranches
2008 U.Cherubini; S.Mulinacci; S.Romagnoli
A Lattice Model with Incomplete Information: A Credit Risk Application
2008 U.Cherubini;S.Mulinacci;S.Romagnoli
Modeling the term structure of CDO tranches
2009 U. Cherubini; S. Mulinacci; S. Romagnoli
Computing the Volume of N-Dimensional Copulas
2009 U.Cherubini; S.Romagnoli
A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets
2010 U. Cherubini; F. Gobbi; S. Mulinacci; S. Romagnoli
The Dependence Structure of Running Maxima and Minima:Results and Option Pricing Applications
2010 U.Cherubini;S.Romagnoli
On the distribution of (un)bounded sum of random variables
2011 Cherubini U.; Mulinacci S.; Romagnoli S.
A copula-based model of speculative price dynamics in discrete time
2011 Cherubini U.; Mulinacci S.; Romagnoli S.
Multivariate Digital Options with Memory
2011 U.Cherubini; S.Romagnoli
Computing the volume of an high-dimensional semi-unsupervised Hierarchical copula
2011 E. Bernardi; S. Romagnoli
Limiting Loss distribution on a Hierarchical copula-based model
2012 Romagnoli S.; Bernardi E.
Dynamic Copula Methods in Finance
2012 U.Cherubini;F.Gobbi;S.Mulinacci;S.Romagnoli
A clusterized copula-based probability distribution of a counting variable for high-dimensional problems
2013 Romagnoli S.; Bernardi E.
Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File |
---|---|---|---|---|---|---|
A general equilibrium model for the term structure of interest rates and interactions between fiscal and monetary policy | S.Romagnoli ; M.Marzo | 2005-01-01 | - | s.n | 4.01 Contributo in Atti di convegno | - |
The range of derivative's arbitrage prices in a general incomplete market | S.Romagnoli | 2005-01-01 | - | S.N. | 3.02 Curatela | - |
The range of derivative's arbitrage prices in a general incomplete market | S. Romagnoli | 2005-01-01 | STATISTICA | - | 1.01 Articolo in rivista | - |
The future gas price for affine jump diffusion | S. Romagnoli; M. Marzo | 2005-01-01 | - | Quaderni di Dipartimento, Matemates | 3.02 Curatela | - |
Barrier Copula Functions | U.Cherubini ; S.Romagnoli | 2005-01-01 | - | s.n | 4.01 Contributo in Atti di convegno | - |
Modello matematico per il calcolo del TFR ex IAS19 | S. Romagnoli; C. Muzzi | 2006-01-01 | - | - | 6.01 Brevetto | - |
The dependence structure of running maxima and minima:results and option pricing applications | U. Cherubini; S. Romagnoli | 2007-01-01 | - | s.n | 4.01 Contributo in Atti di convegno | - |
A Copula-Based Model of the Term Structure of CDO Tranches | U.Cherubini; S.Mulinacci; S.Romagnoli | 2008-01-01 | - | Springer Verlag | 2.01 Capitolo / saggio in libro | - |
A Lattice Model with Incomplete Information: A Credit Risk Application | U.Cherubini;S.Mulinacci;S.Romagnoli | 2008-01-01 | STATISTICS & DECISIONS | - | 1.01 Articolo in rivista | - |
Modeling the term structure of CDO tranches | U. Cherubini; S. Mulinacci; S. Romagnoli | 2009-01-01 | - | C. Gourieroux, M. Jeanblanc | 4.01 Contributo in Atti di convegno | - |
Computing the Volume of N-Dimensional Copulas | U.Cherubini; S.Romagnoli | 2009-01-01 | APPLIED MATHEMATICAL FINANCE | - | 1.01 Articolo in rivista | - |
A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets | U. Cherubini; F. Gobbi; S. Mulinacci; S. Romagnoli | 2010-01-01 | - | Springer Verlag | 4.01 Contributo in Atti di convegno | - |
The Dependence Structure of Running Maxima and Minima:Results and Option Pricing Applications | U.Cherubini;S.Romagnoli | 2010-01-01 | MATHEMATICAL FINANCE | - | 1.01 Articolo in rivista | - |
On the distribution of (un)bounded sum of random variables | Cherubini U.; Mulinacci S.; Romagnoli S. | 2011-01-01 | INSURANCE MATHEMATICS & ECONOMICS | - | 1.01 Articolo in rivista | - |
A copula-based model of speculative price dynamics in discrete time | Cherubini U.; Mulinacci S.; Romagnoli S. | 2011-01-01 | JOURNAL OF MULTIVARIATE ANALYSIS | - | 1.01 Articolo in rivista | - |
Multivariate Digital Options with Memory | U.Cherubini; S.Romagnoli | 2011-01-01 | EUROPEAN JOURNAL OF FINANCE | - | 1.01 Articolo in rivista | - |
Computing the volume of an high-dimensional semi-unsupervised Hierarchical copula | E. Bernardi; S. Romagnoli | 2011-01-01 | INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS | - | 1.01 Articolo in rivista | - |
Limiting Loss distribution on a Hierarchical copula-based model | Romagnoli S.; Bernardi E. | 2012-01-01 | INTERNATIONAL REVIEW OF APPLIED FINANCIAL ISSUES AND ECONOMICS | - | 1.01 Articolo in rivista | - |
Dynamic Copula Methods in Finance | U.Cherubini;F.Gobbi;S.Mulinacci;S.Romagnoli | 2012-01-01 | - | John Wiley & Sons, Ltd | 3.01 Monografia / trattato scientifico in forma di libro | - |
A clusterized copula-based probability distribution of a counting variable for high-dimensional problems | Romagnoli S.; Bernardi E. | 2013-01-01 | THE JOURNAL OF CREDIT RISK | - | 1.01 Articolo in rivista | - |
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