TORRICELLI, Costanza
TORRICELLI, Costanza
Dipartimento di Economia "Marco Biagi"
"Climate Stress Test: bad (or good) news for the market? An Event Study Analysis on Euro Zone Banks"
2022-01-01 Torricelli, C.; Ferrari, F.
A comparative evaluation of alternative models of the term structure of interest rates
1996-01-01 G., Boero; Torricelli, Costanza
A forward-looking model for time-varying capital requirements and the New Basel Capital Accord
2006-01-01 Pederzoli, C.; Torricelli, C.
A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises
2013-01-01 Gianfelice, G.; Marotta, G.; Torricelli, C.
A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises
2015-01-01 Gianfelice, Gianfranco; Marotta, Giuseppe; Torricelli, Costanza
A Model for Pricing an Option with a Fuzzy Payoff
1998-01-01 Muzzioli, S.; Torricelli, C.
A model for pricing an option with a fuzzy payoff
2001-01-01 Muzzioli, Silvia; Torricelli, Costanza
A multiperiod binomial model for pricing options in a vague world
2004-01-01 Muzzioli, Silvia; Torricelli, Costanza
A Multiperiod Binomial Model for Pricing Options in an Uncertain World
2001-01-01 Muzzioli, Silvia; Torricelli, Costanza
A multiperiod binomial model for ricing options in an uncertain world
2001-01-01 Muzzioli, Silvia; Torricelli, Costanza
A parsimonious default prediction model for Italian SMEs
2010-01-01 Pederzoli, C.; Torricelli, C.
A Parsimonious Default Prediction Model for Italian SMEs
2010-01-01 Pederzoli, Chiara; Torricelli, Costanza
A survey in the theory of futures markets
1989-01-01 Torricelli, Costanza
An assessment of the fundamental review of the trading book: the capital requirement impact on a stylised financial portfolio
2021-01-01 Pederzoli, Chiara; Torricelli, Costanza
Bank Capital in risk management and investment strategies
2008-01-01 Moriggia, V; Torricelli, Costanza
Call and put implied volatilities and the derivation of option implied trees
2007-01-01 Moriggia, V; Muzzioli, Silvia; Torricelli, Costanza
Capital Asset Pricing Model(CAPM), Credito, Futures Markets, Intermediazione Finanziaria, Mercati a termine, Mercati Finanziari, Mercati Finanziari, Teorie delle Opzioni.
1994-01-01 Torricelli, Costanza
Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities
2005-01-01 C., Pederzoli; Torricelli, Costanza
CLIMATE STRESS TEST: BAD (OR GOOD) NEWS FOR THE MARKET? AN EVENT STUDY ANALISYS ON EURO ZONE BANKS
2022-01-01 Torricelli, Costanza; Ferrari, Fabio
Collected Works of Marida Bertocchi
2020-01-01 Torricelli, Costanza