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Titolo Data di pubblicazione Autore(i) File
Implied Trees in Illiquid Markets: a Choquet Pricing Approach 1-gen-2001 Muzzioli, S.; Torricelli, C.
Estimation and Arbitrage Opportunities for Exchange Rate Baskets 1-gen-2001 Torricelli, C.; Mercurio, D.
A multiperiod binomial model for ricing options in an uncertain world 1-gen-2001 Muzzioli, Silvia; Torricelli, Costanza
A Multiperiod Binomial Model for Pricing Options in an Uncertain World 1-gen-2001 Muzzioli, Silvia; Torricelli, Costanza
The rational expectation dynamics of a model for the term structure and monetary policy 1-gen-2001 Malaguti, Luisa; Torricelli, Costanza
Quanto reale è il potere delle opzioni reali ? 1-gen-2002 Gatti, M.; Torricelli, C.
The information content in the term structure of German interest rates 1-gen-2002 Torricelli, Costanza; Boero, G.
The information in the term structure of German interest rates 1-gen-2002 Boero, G.; Torricelli, C.
Implied trees in illiquid markets: A Choquet pricing approach 1-gen-2002 Muzzioli, Silvia; Torricelli, Costanza
OPTION IMPLIED TREES WHEN THE PUT-CALL PARITY IS NOT FULFILLED 1-gen-2003 Moriggia, V.; Muzzioli, S.; Torricelli, C.
The Put-Call Parity in the Index Options Markets. Further results for the Italian Mib30 Options market 1-gen-2003 Brunetti, M.; Torricelli, C.
Estimation and arbitrage opportunities for exchange rate baskets 1-gen-2003 D., Mercurio; Torricelli, Costanza
The internal efficiency of Index Option Markets: Tests on the Italian Market 1-gen-2004 Brunetti, M.; Torricelli, C.
A multiperiod binomial model for pricing options in a vague world 1-gen-2004 Muzzioli, Silvia; Torricelli, Costanza
The no Arbitrage Condition in Option Implied Trees: Evidence from the Italian Index Options Market 1-gen-2005 Moriggia, V.; Muzzioli, S.; Torricelli, C.
Economic Growth Rates and Recession Probabilities: the predictive power of the term spread in Italy 1-gen-2005 Brunetti, M.; Torricelli, C.
The pricing of options on an interval binomial tree. An application to the DAX-index option market 1-gen-2005 Muzzioli, Silvia; Torricelli, Costanza
Put-Call Parity and cross-market efficiency in the Index Options Markets: evidence from the Italian market 1-gen-2005 Brunetti, M.; Torricelli, Costanza
Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities 1-gen-2005 C., Pederzoli; Torricelli, Costanza
Forward-looking estimation of default probabilities with Italian data 1-gen-2006 Marotta, Giuseppe; C., Pederzoli; Torricelli, Costanza
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