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Type de document
Institution
Collection spécifique
Auteur
- Barone-Adesi, Giovanni (21)
- Audrino, Francesco (5)
- Sorwar, Ghulam (4)
- Allegretto, Walter (2)
- Dinenis, Elias (2)
- Kim, Youngsoo (2)
- Barone, Emilio (1)
- Elliott, Robert (1)
- Elliott, Robert J. (1)
- Engle, Robert F. (1)
- Fusari, Nicola (1)
- Gagliardini, Patrick (1)
- Giannopoulos, Kostas (1)
- Gigli, Andrea (1)
- Istituto di finanza (IFin), Facoltà di scienze economiche, Università della Svizzera italiana, Svizzera (1)
- Lin, Yangpin (1)
- Mancini, Loriano (1)
- Masera, Rainer (1)
- Rasmussen, Henrik Obbekaer (1)
- Ravanelli, Claudia (1)
- Theal, John (1)
- Urga, Giovanni (1)
- Vosper, Les (1) Plus Moins
Domaine
Mot clé
- Option pricing (2)
- Volatility estimation (2)
- functional gradient descent (2)
- Asset Pricing Models (1)
- Barrier option (1)
- Box method (1)
- CKLS Interest rate model (1)
- Crank Nicholson scheme (1)
- Credit spreads (1)
- Filtered historical simulation (1)
- GARCH model (1)
- Green’s theorem (1)
- Monte Carlo simulation (1)
- Multivariate GARCH models (1)
- Panel (1)
- Ratings (1)
- Risk structure (1)
- Studies (1)
- Term structure (1)
- Value-at-risk (1)
- binomial tree (1)
- bond returns (1)
- box method (1)
- convergence rate (1)
- derivatives (1)
- dynamic conditional correlations (1)
- filtered historical simulation (1)
- hedging (1)
- lattice models (1)
- mathematical models (1) Plus Moins