Sfoglia per Autore
Application of Quasi Monte Carlo and Global Sensitivity Analysis to Option Pricing and Greeks: Finite Differences vs. AAD
2021 Scoleri, Stefano; Bianchetti, Marco; Kucherenko, Sergei
Moving form IBORs to Alternative Risk Free Rates
2021 Marco Bianchetti;Umberto Cherubini;Veronica Falco
XVA modelling: validation, performance and model risk management
2023 Silotto, Lorenzo; Scaringi, Marco; Bianchetti, Marco
Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File |
---|---|---|---|---|---|---|
Application of Quasi Monte Carlo and Global Sensitivity Analysis to Option Pricing and Greeks: Finite Differences vs. AAD | Scoleri, Stefano; Bianchetti, Marco; Kucherenko, Sergei | 2021-01-01 | WILMOTT | - | 1.01 Articolo in rivista | - |
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 |
XVA modelling: validation, performance and model risk management | Silotto, Lorenzo; Scaringi, Marco; Bianchetti, Marco | 2023-01-01 | ANNALS OF OPERATIONS RESEARCH | - | 1.01 Articolo in rivista | - |
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