Sfoglia per Autore
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.
Dynamic Copula Methods in Finance
2012 U.Cherubini;F.Gobbi;S.Mulinacci;S.Romagnoli
A Model for Estimating the Liquidity Valuation Adjustment on OTC Derivatives
2012 U. Cherubini;S. Mulinacci
Marking-to-market government guarantees to financial systems - Theory and evidence for Europe
2013 A.Baglioni;U.Cherubini
Within and between systemic country risk. Theory and evidence from the sovereign crisis in Europe
2013 Angelo Baglioni; Umberto Cherubini
Contagion-based distortion risk measures
2014 Umberto Cherubini; Sabrina Mulinacci
Marshall–Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013
2015 Cherubini, Umberto; Durante, Fabrizio; Mulinacci, Sabrina
Convolution Copula Econometrics
2016 Cherubini Umberto; Fabio Gobbi; Mulinacci Sabrina
Prudent Valuation Guidelines and Sound Practices
2016 Cherubini, Umberto; Bianchetti, Marco
Eurobonds: A Quantitative Approach
2016 Baglioni, Angelo; Cherubini, Umberto
The Gumbel-Marshall-Olkin distribution
2017 Umberto Cherubini; Sabrina Mulinacci
From IBORs to RFRs: Impacts on Banks' Processes and Procedures
2019 Cherubini, Umberto; Bianchetti, Marco
Moving form IBORs to Alternative Risk Free Rates
2021 Marco Bianchetti;Umberto Cherubini;Veronica Falco
Scommesse razionali, probabilità e informazione. Note di un matematico e di un giurista a un anno dalla Sentenza SS.UU. 8770 del 2020
2021 Umberto Cherubini;Daniele Maffeis
Estimating redenomination risk under Gumbel–Hougaard survival copulas
2021 Cherubini U.
Hierarchical Archimedean Dependence in Common Shock Models
2021 Cherubini U.; Mulinacci S.
Extensions and distortions of λ-fuzzy measures
2021 Cherubini U.; Mulinacci S.
Generalized Compounding and Growth Optimal Portfolios Reconciling Kelly and Samuelson
2022 Carr P.; Cherubini U.
Option pricing generators
2023 Carr, Peter; Cherubini, Umberto
| Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File |
|---|---|---|---|---|---|---|
| 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 | - |
| 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 Model for Estimating the Liquidity Valuation Adjustment on OTC Derivatives | U. Cherubini;S. Mulinacci | 2012-01-01 | - | Risk Books | 2.01 Capitolo / saggio in libro | - |
| Marking-to-market government guarantees to financial systems - Theory and evidence for Europe | A.Baglioni;U.Cherubini | 2013-01-01 | JOURNAL OF INTERNATIONAL MONEY AND FINANCE | - | 1.01 Articolo in rivista | - |
| Within and between systemic country risk. Theory and evidence from the sovereign crisis in Europe | Angelo Baglioni; Umberto Cherubini | 2013-01-01 | JOURNAL OF ECONOMIC DYNAMICS & CONTROL | - | 1.01 Articolo in rivista | - |
| Contagion-based distortion risk measures | Umberto Cherubini; Sabrina Mulinacci | 2014-01-01 | APPLIED MATHEMATICS LETTERS | - | 1.01 Articolo in rivista | - |
| Marshall–Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013 | Cherubini, Umberto; Durante, Fabrizio; Mulinacci, Sabrina | 2015-01-01 | SPRINGER PROCEEDINGS IN MATHEMATICS & STATISTICS | Springer International Publishing | 3.02 Curatela | - |
| Convolution Copula Econometrics | Cherubini Umberto; Fabio Gobbi; Mulinacci Sabrina | 2016-01-01 | - | Springer | 3.01 Monografia / trattato scientifico in forma di libro | - |
| Prudent Valuation Guidelines and Sound Practices | Cherubini, Umberto; Bianchetti, Marco | 2016-01-01 | - | AIFIRM – Associazione Italiana Financial Industry Risk Managers | 3.01 Monografia / trattato scientifico in forma di libro | - |
| Eurobonds: A Quantitative Approach | Baglioni, Angelo; Cherubini, Umberto | 2016-01-01 | REVIEW OF LAW & ECONOMICS | - | 1.01 Articolo in rivista | - |
| The Gumbel-Marshall-Olkin distribution | Umberto Cherubini; Sabrina Mulinacci | 2017-01-01 | - | Springer Nature | 2.01 Capitolo / saggio in libro | - |
| From IBORs to RFRs: Impacts on Banks' Processes and Procedures | Cherubini, Umberto; Bianchetti, Marco | 2019-01-01 | - | AIFIRM – Associazione Italiana Financial Industry Risk Managers | 3.01 Monografia / trattato scientifico in forma di libro | - |
| Moving form IBORs to Alternative Risk Free Rates | Marco Bianchetti;Umberto Cherubini;Veronica Falco | 2021-01-01 | RISK MANAGEMENT MAGAZINE | - | 1.01 Articolo in rivista | RMM-2021-01.pdf |
| Scommesse razionali, probabilità e informazione. Note di un matematico e di un giurista a un anno dalla Sentenza SS.UU. 8770 del 2020 | Umberto Cherubini;Daniele Maffeis | 2021-01-01 | RIVISTA DI DIRITTO BANCARIO | - | 1.01 Articolo in rivista | - |
| Estimating redenomination risk under Gumbel–Hougaard survival copulas | Cherubini U. | 2021-01-01 | JOURNAL OF ECONOMIC DYNAMICS & CONTROL | - | 1.01 Articolo in rivista | Redenomination_Revised_27_08_2021.pdf |
| Hierarchical Archimedean Dependence in Common Shock Models | Cherubini U.; Mulinacci S. | 2021-01-01 | METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY | - | 1.01 Articolo in rivista | Cheruibini_Mulinacci_MCAP.pdf |
| Extensions and distortions of λ-fuzzy measures | Cherubini U.; Mulinacci S. | 2021-01-01 | FUZZY SETS AND SYSTEMS | - | 1.01 Articolo in rivista | Cherubini_Mulinacci.pdf |
| Generalized Compounding and Growth Optimal Portfolios Reconciling Kelly and Samuelson | Carr P.; Cherubini U. | 2022-01-01 | THE JOURNAL OF DERIVATIVES | - | 1.01 Articolo in rivista | - |
| Option pricing generators | Carr, Peter; Cherubini, Umberto | 2023-01-01 | Frontiers of Mathematical Finance | - | 1.01 Articolo in rivista | 10.3934_fmf.2023012-1.pdf |
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