Sfoglia per Autore
Copula Methods in Finance
2004 U. Cherubini; E. Luciano; W. Vecchiato
Pericing Swap Credit Risk with Copulas
2004 Umberto Cherubini
Counterparty Risk in Derivatives
2005 U. Cherubini
Accounting Fraud and the Pricing of Corporate Liabilities: Structural Models with Garbling
2005 U. Cherubini; A. Baglioni
Barrier Copula Functions
2005 U.Cherubini ; S.Romagnoli
Hunting the Living Dead: A Peso Problem in Corporate Finance Data
2006 U. Cherubini; M. Manera
Structured Finance: The Object Oriented Approach
2007 U. Cherubini; G. Della Lunga
The dependence structure of running maxima and minima:results and option pricing applications
2007 U. Cherubini; S. Romagnoli
Correlation Risk
2007 Umberto Cherubini
A Copula-Based Model of the Term Structure of CDO Tranches
2008 U.Cherubini; S.Mulinacci; S.Romagnoli
Accounting Data Transparency and Credit Spreads: Clinical Studies
2008 U.Cherubini
A Lattice Model with Incomplete Information: A Credit Risk Application
2008 U.Cherubini;S.Mulinacci;S.Romagnoli
Computing the Volume of N-Dimensional Copulas
2009 U.Cherubini; S.Romagnoli
Modeling the term structure of CDO tranches
2009 U. Cherubini; S. Mulinacci; S. Romagnoli
A Copula Function Approach to Infer Correlation in Prediction Markets
2009 A.Capponi;U.Cherubini
Fourier Transform Methods in Finance
2010 U. Cherubini; G. Della Lunga; S. Mulinacci; P. Rossi
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
Multivariate Digital Options with Memory
2011 U.Cherubini; S.Romagnoli
A copula-based model of speculative price dynamics in discrete time
2011 Cherubini U.; Mulinacci S.; Romagnoli S.
| Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File |
|---|---|---|---|---|---|---|
| Copula Methods in Finance | U. Cherubini; E. Luciano; W. Vecchiato | 2004-01-01 | - | John Wiley | 3.01 Monografia / trattato scientifico in forma di libro | - |
| Pericing Swap Credit Risk with Copulas | Umberto Cherubini | 2004-01-01 | - | s.n | 4.01 Contributo in Atti di convegno | - |
| Counterparty Risk in Derivatives | U. Cherubini | 2005-01-01 | - | s.n | 4.01 Contributo in Atti di convegno | - |
| Accounting Fraud and the Pricing of Corporate Liabilities: Structural Models with Garbling | U. Cherubini; A. Baglioni | 2005-01-01 | - | 2005 World Conference Econometric Society | 4.01 Contributo in Atti di convegno | - |
| Barrier Copula Functions | U.Cherubini ; S.Romagnoli | 2005-01-01 | - | s.n | 4.01 Contributo in Atti di convegno | - |
| Hunting the Living Dead: A Peso Problem in Corporate Finance Data | U. Cherubini; M. Manera | 2006-01-01 | THE ICFAI JOURNAL OF FINANCIAL RISK MANAGEMENT | - | 1.01 Articolo in rivista | - |
| Structured Finance: The Object Oriented Approach | U. Cherubini; G. Della Lunga | 2007-01-01 | - | John Wiley | 3.01 Monografia / trattato scientifico in forma di libro | - |
| 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 | - |
| Correlation Risk | Umberto Cherubini | 2007-01-01 | - | Società Italiana di Statistica | 4.02 Riassunto (Abstract) | - |
| 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 | - |
| Accounting Data Transparency and Credit Spreads: Clinical Studies | U.Cherubini | 2008-01-01 | - | Chapman & Hall/CRC | 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 | - |
| Computing the Volume of N-Dimensional Copulas | U.Cherubini; S.Romagnoli | 2009-01-01 | APPLIED MATHEMATICAL FINANCE | - | 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 | - |
| A Copula Function Approach to Infer Correlation in Prediction Markets | A.Capponi;U.Cherubini | 2009-01-01 | - | Springer Verlag | 2.01 Capitolo / saggio in libro | - |
| Fourier Transform Methods in Finance | U. Cherubini; G. Della Lunga; S. Mulinacci; P. Rossi | 2010-01-01 | - | John Wiley & Sons | 3.01 Monografia / trattato scientifico in forma di libro | - |
| 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 | - |
| Multivariate Digital Options with Memory | U.Cherubini; S.Romagnoli | 2011-01-01 | EUROPEAN JOURNAL OF FINANCE | - | 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 | - |
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