| 329
result(s) -
Result(s) 301 to
310 |
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| 301. | Parameterizing correlations: a geometric interpretation
Publishing author: MERCURIO Fabio
Co-author(s): BRIGO Damiano / RAPISARDA Francesco
Working paper (2002 - Banca IMI) - English
Online since 2002.11.22 at 09:23:38 -
160 download(s) - 0
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Abstract | Download (.pdf - 231 KB) - Zip version (194 KB) |
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| 302. | Alternative Asset-Price Dynamics and Volatility Smile
Publishing author: MERCURIO Fabio
Co-author(s): BRIGO Damiano / SARTORELLI Giulio
Working paper (2001 - Banca IMI) - English
Online since 2002.11.22 at 09:01:45 -
187 download(s) - 0
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Abstract | Download (.pdf - 261 KB) - Zip version (217 KB) |
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| 303. | INVESTMENT HORIZON EFFECTS IN THE PRESENCE OF ESTIMATION RISK: THE CASE OF HUNGARY
Publishing author: TODOROV Viktor Svetlinov
Co-author(s):
Working paper (2002 - Central European University) - English
Online since 2002.11.21 at 15:54:31 -
78 download(s) - 2
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 291 KB) - Zip version (267 KB) |
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| 304. | What macroeconomic risks are (not) shared by international investors?
Publishing author: WU Shu
Co-author(s): IWATA Shigeru
Working paper (2002) - English
Online since 2002.11.20 at 18:34:07 -
180 download(s) - 0
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Abstract | Download (.pdf - 207 KB) - Zip version (181 KB) |
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| 305. | On the Foreign Exchange Rate and the Term Structure of Interest Rates
Publishing author: WU Shu
Co-author(s):
Working paper (2002) - English
Online since 2002.11.20 at 18:29:57 -
270 download(s) - 4
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 208 KB) - Zip version (183 KB) |
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| 306. | How to Discount Cashflows with Time-Varying Expected Returns
Publishing author: ANG Andrew
Co-author(s): LIU Jun
Working paper (2002 - Columbia Business School) - English
Online since 2002.11.19 at 19:27:39 -
303 download(s) - 1
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 237 KB) - Zip version (202 KB) |
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| 307. | A Note on Portfolio Selection under Various Risk Measures
Publishing author: DE GIORGI Enrico
Co-author(s):
Working paper (2002 - Institute for Empirical Research in Economics, University of Zurich) - English
Online since 2002.11.19 at 08:18:55 -
328 download(s) - 3
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 386 KB) - Zip version (279 KB) |
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| 308. | Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options
Publishing author: GEREBEN Aron
Co-author(s):
Working paper (2002 - Reserve Bank of New Zealand) - English
Online since 2002.11.18 at 20:42:13 -
89 download(s) - 1
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 321 KB) - Zip version (277 KB) |
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| 309. | Cyclical Effects in Credit Risk Ratings
Publishing author: ALLEN Linda
Co-author(s): SAUNDERS Anthony
Working paper (2002) - English
Online since 2002.11.18 at 20:38:57 -
221 download(s) - 3
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 309 KB) - Zip version (262 KB) |
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| 310. | Pricing the smile in a forward LIBOR market model
Publishing author: MERCURIO Fabio
Co-author(s):
Working paper (2002 - Banca IMI) - English
Online since 2002.11.15 at 15:50:06 -
174 download(s) - 0
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Abstract | Download (.pdf - 375 KB) - Zip version (309 KB) |
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