TORRICELLI, Costanza

TORRICELLI, Costanza  

Dipartimento di Economia "Marco Biagi"  

Mostra records
Risultati 1 - 20 di 133 (tempo di esecuzione: 0.026 secondi).
Titolo Data di pubblicazione Autore(i) File
"Climate Stress Test: bad (or good) news for the market? An Event Study Analysis on Euro Zone Banks" 1-gen-2022 Torricelli, C.; Ferrari, F.; Pederzoli, C.
A comparative evaluation of alternative models of the term structure of interest rates 1-gen-1996 G., Boero; Torricelli, Costanza
A forward-looking model for time-varying capital requirements and the New Basel Capital Accord 1-gen-2006 Pederzoli, C.; Torricelli, C.
A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises 1-gen-2013 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 1-gen-2015 Gianfelice, Gianfranco; Marotta, Giuseppe; Torricelli, Costanza
A Model for Pricing an Option with a Fuzzy Payoff 1-gen-1998 Muzzioli, S.; Torricelli, C.
A model for pricing an option with a fuzzy payoff 1-gen-2001 Muzzioli, Silvia; Torricelli, Costanza
A multiperiod binomial model for pricing options in a vague world 1-gen-2004 Muzzioli, Silvia; Torricelli, Costanza
A Multiperiod Binomial Model for Pricing Options in an Uncertain World 1-gen-2001 Muzzioli, Silvia; Torricelli, Costanza
A multiperiod binomial model for ricing options in an uncertain world 1-gen-2001 Muzzioli, Silvia; Torricelli, Costanza
A parsimonious default prediction model for Italian SMEs 1-gen-2010 Pederzoli, C.; Torricelli, C.
A Parsimonious Default Prediction Model for Italian SMEs 1-gen-2010 Pederzoli, Chiara; Torricelli, Costanza
A survey in the theory of futures markets 1-gen-1989 Torricelli, Costanza
An assessment of the fundamental review of the trading book: the capital requirement impact on a stylised financial portfolio 1-gen-2021 Pederzoli, Chiara; Torricelli, Costanza
Bank Capital in risk management and investment strategies 1-gen-2008 Moriggia, V; Torricelli, Costanza
Call and put implied volatilities and the derivation of option implied trees 1-gen-2007 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. 1-gen-1994 Torricelli, Costanza
Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities 1-gen-2005 C., Pederzoli; Torricelli, Costanza
Circularity and Default Probabilities: an empirical investigation based on the 3R principles 1-gen-2024 Bertelli, B.; Kocollari, U.; Merzi, L.; Torricelli, C.
CLIMATE STRESS TEST: BAD (OR GOOD) NEWS FOR THE MARKET? AN EVENT STUDY ANALISYS ON EURO ZONE BANKS 1-gen-2022 Torricelli, Costanza; Ferrari, Fabio