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Consortium of Swiss Academic Libraries

Compliance with recommended immunizations in adolescents

Heininger, Ulrich ; Loos, Kerstin ; Lorenz, Imke ; Rascher, Wolfgang

In: European Journal of Pediatrics, 2006, vol. 165, no. 10, p. 671-676

Consortium of Swiss Academic Libraries

An update on the prevention of influenza in children and adolescents

Heininger, Ulrich

In: European Journal of Pediatrics, 2003, vol. 162, no. 12, p. 828-836

Università della Svizzera italiana

Essays on the valuation and hedging of derivative securities

Dall'O, Hakim ; Barone Adesi, Giovanni (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2011 ; 2011ECO001.

This thesis is made of three articles dealing with two main subjects: the so called "Kernel Puzzle" and the problem of immunization of portfolio of treasury and corporate bonds. For the first topic, we provide a new method to derive the state price density per unit probability based on option prices and GARCH model. We derive the risk neutral distribution using the result in Breeden and...