Sfoglia per Corso MATEMATICA PER L'ANALISI DEI MERCATI FINANZIARI - 31R
Mostrati risultati da 1 a 11 di 11
A comparative analysis of nonparametric volatility estimators: an empirical evidence using option pricing on standard and poor's 500
2012
A network approach for opinion dynamics and price formation
2013
Dynamics in Financial Networks
2013
Higher moments asset allocation
2010
Multivariate Lèvy models: estimation and asset allocation
2013
Portfolio allocation under general return distribution
2010
Pricing of stochastic interest bonds using affine term structure. Models: a comparative analysis
2010
Quasi-convex risk measures and acceptability indices. Theory and applications.
2012
Risk attribution and semi-heavy tailed distributions
2013
Spread and basket option pricing: an application to interconnected power markets
2012
The optimal generation mix for an electricity producer: the case of Italy
2013
Mostrati risultati da 1 a 11 di 11
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