statistiche ricercatore

Continente	#
EU - Europa	576
NA - Nord America	540
AS - Asia	89
Continente sconosciuto - Info sul continente non disponibili	1
Totale	1.206

Nome	#
Explicit formulas for the minimal variance hedging strategy in a martingale case	105
Fitting multifactor HJM models with consistent families	89
Volatilità implicite di derivati su tasso d’interesse	85
Hedging Error in Lévy models with a Fast Fourier Transform approach	82
An approximation of caplet implied volatilities in Gaussian models	80
On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error	76
La vera storia di XS0189741001. Sul VaR di una obbligazione Lehman a tasso variabile	68
Measuring the error of dynamic hedging: a Laplace transform approach	64
Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi	63
Portfolio management with benchmark related incentives under mean reverting processes	61
Implied volatilities of caps: a Gaussian approach	57
An analysis of Italian financial data using extreme value theory	57
Evaluating discrete dynamic strategies in affine models	55
Value at Risk of a Lehman Bond	50
Delta hedging in discrete time under stochastic interest rate	47
Delta Hedging in Discrete Time under Stochastic Interest Rate	44
Explicit formulas for the minimal variance hedging strategy in a martingale case	43
Measuring the error of dynamic hedging:a Laplace transform approach	43
Consistent Initial Curves for Interest Rate Models	40
Consistent Calibration of HJM Models to Implied Volatilities	37
Implicit incentives for fund managers with partial information	25
Totale	1.271

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2018/2019	14	0	0	0	0	0	0	0	0	0	0	10	4
2019/2020	104	1	1	16	6	14	2	15	1	17	14	1	16
2020/2021	267	2	16	19	18	61	26	17	9	35	14	20	30
2021/2022	292	11	61	11	28	14	0	8	55	6	33	33	32
2022/2023	349	25	12	1	21	36	50	1	15	171	2	12	3
2023/2024	89	11	10	5	1	1	1	24	0	19	4	13	0
Totale													1.271

IRIS - Res&Arch Institutional Research Information System - Research & Archive