ANGELINI, Flavio
 Distribuzione geografica
Continente #
NA - Nord America 591
EU - Europa 581
AS - Asia 173
Continente sconosciuto - Info sul continente non disponibili 1
Totale 1.346
Nazione #
US - Stati Uniti d'America 590
SE - Svezia 137
IE - Irlanda 127
UA - Ucraina 99
IT - Italia 95
SG - Singapore 66
HK - Hong Kong 41
GB - Regno Unito 31
FI - Finlandia 23
VN - Vietnam 23
KR - Corea 21
DE - Germania 19
CN - Cina 13
RU - Federazione Russa 12
BE - Belgio 10
RO - Romania 8
CH - Svizzera 7
FR - Francia 6
TR - Turchia 6
AT - Austria 2
GR - Grecia 2
NL - Olanda 2
UZ - Uzbekistan 2
CZ - Repubblica Ceca 1
EU - Europa 1
LB - Libano 1
MX - Messico 1
Totale 1.346
Città #
Dublin 127
San Mateo 95
Chandler 84
Ann Arbor 59
Jacksonville 52
Singapore 50
Hong Kong 41
Boardman 28
Perugia 26
Wilmington 24
Dong Ket 23
Medford 21
Princeton 21
Santa Clara 21
Seoul 21
Des Moines 18
Andover 14
Woodbridge 13
Brussels 10
Magenta 8
Rome 8
Tivoli 8
Izmir 6
Ashburn 5
Lawrence 5
Altamura 4
Helsinki 4
Horia 4
Philadelphia 4
Saint Petersburg 4
Timisoara 4
Auburn Hills 3
Bologna 3
Nancy 3
Redmond 3
Erba 2
Lausanne 2
Los Angeles 2
Milan 2
Modena 2
Moscow 2
Norwalk 2
Shanghai 2
Dallas 1
Den Haag 1
Fremont 1
London 1
Redwood City 1
Rotterdam 1
San Paolo di Civitate 1
Secaucus 1
Staines-upon-Thames 1
Totale 849
Nome #
Explicit formulas for the minimal variance hedging strategy in a martingale case 111
Fitting multifactor HJM models with consistent families 97
Hedging Error in Lévy models with a Fast Fourier Transform approach 95
Volatilità implicite di derivati su tasso d’interesse 92
An approximation of caplet implied volatilities in Gaussian models 87
On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error 80
La vera storia di XS0189741001. Sul VaR di una obbligazione Lehman a tasso variabile 77
Measuring the error of dynamic hedging: a Laplace transform approach 72
Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi 71
Portfolio management with benchmark related incentives under mean reverting processes 67
Implied volatilities of caps: a Gaussian approach 65
An analysis of Italian financial data using extreme value theory 64
Evaluating discrete dynamic strategies in affine models 60
Value at Risk of a Lehman Bond 55
Delta hedging in discrete time under stochastic interest rate 54
Delta Hedging in Discrete Time under Stochastic Interest Rate 49
Explicit formulas for the minimal variance hedging strategy in a martingale case 48
Measuring the error of dynamic hedging:a Laplace transform approach 48
Consistent Initial Curves for Interest Rate Models 46
Consistent Calibration of HJM Models to Implied Volatilities 43
Implicit incentives for fund managers with partial information 30
Totale 1.411
Categoria #
all - tutte 4.917
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 4.917


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/202066 0 0 0 0 0 2 15 1 17 14 1 16
2020/2021267 2 16 19 18 61 26 17 9 35 14 20 30
2021/2022292 11 61 11 28 14 0 8 55 6 33 33 32
2022/2023349 25 12 1 21 36 50 1 15 171 2 12 3
2023/2024110 11 10 5 1 1 1 24 0 19 4 21 13
2024/2025119 21 29 1 3 64 1 0 0 0 0 0 0
Totale 1.411