Sfoglia per Autore
Yield curve estimation under extreme conditions: do RBF networks perform better?
2018-01-01 Cafferata, A.; Giribone, P. G.; Neffelli, M.; Resta, M.
Progettazione, validazione ed implementazione di un modello reticolare avanzato per il pricing di un Flexible Forward su valute
2019-01-01 Giribone, PIER GIUSEPPE; Raviola, Paolo
The Dynamics of Working Hours and Wages Under Implicit Contracts
2019-01-01 Guerrazzi, Marco; Giribone, PIER GIUSEPPE
Analisi e progettazione di un sistema di misure quantitative per il monitoraggio dei rischi finanziari delle garanzie di origine.
2019-01-01 Bottasso, Anna; Giribone, PIER GIUSEPPE; Martorana, Matilde
Critical analysis of the most widespread methodologies for the simulation of the short rate dynamics under extreme market conditions
2020-01-01 Giribone, PIER GIUSEPPE
Studio e Progettazione di un sistema di pricing e di gestione del rischio per il prodotto strutturato EAKO - European American Knock-Out option
2020-01-01 Giribone, PIER GIUSEPPE; Fabbri, Mattia
Stima prospettica delle misure finanziarie e di rischio mediante reti neurali dinamiche: un'applicazione al mercato statunitense
2020-01-01 Giribone, PIER GIUSEPPE; Decherchi, Carlo
Design, implementation and validation of advanced lattice techniques for pricing EAKO — European American Knock-Out option
2020-01-01 Giribone, PIER GIUSEPPE; Fabbri, Mattia
Electricity Spot Prices Forecasting for MIBEL by using Deep Learning: A comparison between NAR, NARX and LSTM networks
2020-01-01 De Simon-Martin, M.; Bracco, S.; Rosales-Asensio, E.; Piazza, G.; Delfino, F.; Giribone, P. G.
Design of an algorithm for an adaptive Value at Risk measurement through the implementation of robust methods in relation to asset cross-correlation
2021-01-01 Bagnato, Marco; Bottasso, Anna; Giribone, PIER GIUSEPPE
Implementation of a Commitment Machine for an Adaptive and Robust Expected Shortfall Estimation
2021-01-01 Bagnato, Marco; Bottasso, Anna; Giribone, PIER GIUSEPPE
Dynamic Wage Bargaining and Labour Market Fluctuations: The Role of Productivity Shocks
2021-01-01 Guerrazzi, Marco; Giribone, PIER GIUSEPPE
Deep Learning for seasonality modelling in Inflation-Indexed Swap pricing
2021-01-01 Giribone, PIER GIUSEPPE; Martelli, Duccio
Certificate pricing using Discrete Event Simulations and System Dynamics theory
2021-01-01 Giribone, PIER GIUSEPPE; Revetria, Roberto
Mathematical modeling in Quantitative Finance and Computational Economics
2021-05-18 Giribone, PIER GIUSEPPE
The impact of negative interest rates on the pricing of options written on equity: a technical study for a suitable estimate of early termination.
2022-01-01 Bottasso, Anna; Bruno, Lorenzo; Giribone, PIER GIUSEPPE
The dynamics of working hours and wages under implicit contracts
2022-01-01 Guerrazzi, Marco; Giribone, PIER GIUSEPPE
Current and prospective estimate of counterparty risk through dynamic neural networks
2022-01-01 Querci, F.; Agnese, A.; Giribone, P.
Analysis of numerical integration schemes for the Heston model: a case study based on the pricing of investment certificates
2023-01-01 Fusaro, Michelangelo; Giribone, PIER GIUSEPPE; Tissone, Alessio
Implementation of variance reduction techniques applied to the pricing of investment certificates
2023-01-01 Bottasso, Anna; Fusaro, Michelangelo; Giribone, Pier Giuseppe; Tissone, Alessio
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