Sfoglia per Autore
A forward-looking model for time-varying capital requirements and the New Basel Capital Accord
2006 Pederzoli, C.; Torricelli, C.
The Effect of Population Ageing on Portfolio Choices in Italy
2006 Brunetti, M.; Torricelli, C.
The Population Ageing in Italy: Facts and Impact on Households Portfolio,
2007 Brunetti, M; Torricelli, Costanza
Call and put implied volatilities and the derivation of option implied trees
2007 Moriggia, V; Muzzioli, Silvia; Torricelli, Costanza
The internal and cross market efficiency in index option markets: an investigation of the Italian market
2007 Brunetti, M; Torricelli, Costanza
The Role of Demographic Variables in Explaining Financial Returns in Italy
2007 Brunetti, M.; Torricelli, C.
Rating Systems and Procyclicality: an Evaluation in a General Equilibrium Framework
2007 Pederzoli, C.; Torricelli, C.; Tsomocos, D.
Model risk and techniques for controlling market parameters
2007 Bonollo, M.; Morandi, D.; Pederzoli, C.; Torricelli, C.
Il rischio di longevità e la sua copertura: un’introduzione ai titoli mortality-linked
2007 G., Loi; Torricelli, Costanza
Bank Capital in risk management and investment strategies
2008 Moriggia, V; Torricelli, Costanza
Indebtedness, macroeconomic conditions and banks' loan losses: evidence from Italy
2008 S., Castellani; C., Pederzoli; Torricelli, Costanza
Portfolio Choices, Gender and Marital Status
2008 Bertocchi, Graziella; Brunetti, Marianna; Torricelli, Costanza
Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy
2008 Castellani, S.; Pederzoli, C.; Torricelli, C.
Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework
2008 Pederzoli, C; Torricelli, Costanza; Tsomocos, D.
Marriage and Other Risky Assets: A Portfolio Approach
2008 Bertocchi, G.; Brunetti, M.; Torricelli, C.
Marriage and Other Risky Assets: A Portfolio Approach
2009 Bertocchi, G.; Brunetti, M.; Torricelli, C.
MARRIAGE AND OTHER RISKY ASSETS: A PORTFOLIO APPROACH
2009 Bertocchi, Graziella; Brunetti, M; Torricelli, Costanza
Models for household portfolios and life-cycle allocations in the presence of labour income and longevity risk
2009 Torricelli, C.
Economic Activity and Recession Probabilities: information content and predictive power of the term spread in Italy ,
2009 Brunetti, M; Torricelli, Costanza
On the no arbitrage condition in option implied trees
2009 V., Moriggia; Muzzioli, Silvia; Torricelli, Costanza
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