CHERUBINI, UMBERTO
CHERUBINI, UMBERTO
DIPARTIMENTO DI SCIENZE ECONOMICHE
Docenti di ruolo di Ia fascia
A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets
2010-01-01 U. Cherubini; F. Gobbi; S. Mulinacci; S. Romagnoli
A copula-based model of speculative price dynamics in discrete time
2011-01-01 Cherubini U.; Mulinacci S.; Romagnoli S.
A Lattice Model with Incomplete Information: A Credit Risk Application
2008-01-01 U.Cherubini;S.Mulinacci;S.Romagnoli
A Model for Estimating the Liquidity Valuation Adjustment on OTC Derivatives
2012-01-01 U. Cherubini;S. Mulinacci
Accounting Data Transparency and Credit Spreads: Clinical Studies
2008-01-01 U.Cherubini
Accounting Fraud and the Pricing of Corporate Liabilities: Structural Models with Garbling
2005-01-01 U. Cherubini; A. Baglioni
Barrier Copula Functions
2005-01-01 U.Cherubini ; S.Romagnoli
Computing the Volume of N-Dimensional Copulas
2009-01-01 U.Cherubini; S.Romagnoli
Contagion-based distortion risk measures
2014-01-01 Umberto Cherubini; Sabrina Mulinacci
Convolution Copula Econometrics
2016-01-01 Cherubini Umberto; Fabio Gobbi; Mulinacci Sabrina
A Copula Function Approach to Infer Correlation in Prediction Markets
2009-01-01 A.Capponi;U.Cherubini
Copula Methods in Finance
2004-01-01 U. Cherubini; E. Luciano; W. Vecchiato
A Copula-Based Model of the Term Structure of CDO Tranches
2008-01-01 U.Cherubini; S.Mulinacci; S.Romagnoli
Copulas in finance
2011-01-01 U. Cherubini
Correlation Risk
2007-01-01 Umberto Cherubini
Counterparty Risk in Derivatives
2005-01-01 U. Cherubini
The Dependence Structure of Running Maxima and Minima:Results and Option Pricing Applications
2010-01-01 U.Cherubini;S.Romagnoli
Dynamic Copula Methods in Finance
2012-01-01 U.Cherubini;F.Gobbi;S.Mulinacci;S.Romagnoli
Estimating redenomination risk under Gumbel–Hougaard survival copulas
2021-01-01 Cherubini U.
Eurobonds: A Quantitative Approach
2016-01-01 Baglioni, Angelo; Cherubini, Umberto
| Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File |
|---|---|---|---|---|---|---|
| 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 | - |
| 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 | - |
| 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 | - |
| 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 | - |
| Accounting Data Transparency and Credit Spreads: Clinical Studies | U.Cherubini | 2008-01-01 | - | Chapman & Hall/CRC | 2.01 Capitolo / saggio in libro | - |
| 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 | - |
| Computing the Volume of N-Dimensional Copulas | U.Cherubini; S.Romagnoli | 2009-01-01 | APPLIED MATHEMATICAL FINANCE | - | 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 | - |
| Convolution Copula Econometrics | Cherubini Umberto; Fabio Gobbi; Mulinacci Sabrina | 2016-01-01 | - | Springer | 3.01 Monografia / trattato scientifico in forma di libro | - |
| 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 | - |
| Copula Methods in Finance | U. Cherubini; E. Luciano; W. Vecchiato | 2004-01-01 | - | John Wiley | 3.01 Monografia / trattato scientifico in forma di libro | - |
| 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 | - |
| Copulas in finance | U. Cherubini | 2011-01-01 | - | Springer Verlag | 2.05 Voce in dizionario o enciclopedia | - |
| Correlation Risk | Umberto Cherubini | 2007-01-01 | - | Società Italiana di Statistica | 4.02 Riassunto (Abstract) | - |
| Counterparty Risk in Derivatives | U. Cherubini | 2005-01-01 | - | s.n | 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 | - |
| 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 | - |
| Estimating redenomination risk under Gumbel–Hougaard survival copulas | Cherubini U. | 2021-01-01 | JOURNAL OF ECONOMIC DYNAMICS & CONTROL | - | 1.01 Articolo in rivista | - |
| Eurobonds: A Quantitative Approach | Baglioni, Angelo; Cherubini, Umberto | 2016-01-01 | REVIEW OF LAW & ECONOMICS | - | 1.01 Articolo in rivista | - |