Scorri Autori Unibg
A stochastic optimization model for gas retail with temperature scenarios and oil prices parameters
2010-01-01 Maggioni, Francesca; Bertocchi, Maria; Giacometti, Rosella; Vespucci, Maria Teresa; Innorta, Mario; Allevi, Elisabetta
Using Black and Litterman framework for stress testing analysis in asset management
2010-01-01 Giacometti, Rosella; Mignacca, Domenico
Extracting joint probability of default from CDS data
2011-01-01 Pianeti, Riccardo; Giacometti, Rosella
Calibrating affine stochastic mortality models using term assurance premiums
2011-01-01 Russo, Vincenzo; Giacometti, Rosella; ORTOBELLI LOZZA, Sergio; Rachev, Svetlozar Todorov; Fabozzi, Frank J.
A stochastic model for mortality rate on Italian data
2011-01-01 Giacometti, Rosella; ORTOBELLI LOZZA, Sergio; Bertocchi, Maria
Hedging electricity portfolio for an hydro-energy producer via stochastic programming
2011-01-01 Giacometti, Rosella; Bertocchi, Maria; Vespucci, Maria Teresa; BARONE ADESI, Giovanni
Scenario generation for long term fuel prices
2012-01-01 Gambarini, S.; Giacometti, Rosella; Zigrino, Stefano
Credit default swaps: implied ratings versus official ones
2012-01-01 Castellano, Rosella; Giacometti, Rosella
Estimating the joint probability of default using Credit Default Swap and Bond Data
2012-01-01 Pianeti, Riccardo; Giacometti, Rosella; Acerbis, Valentina
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
2012-01-01 Kim, YOUNG SHIN; Giacometti, Rosella; Rachev, SVETLOZAR T.; Fabozzi, FRANK J.; Mignacca, Domenico
A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates
2012-01-01 Giacometti, Rosella; Bertocchi, Maria; Rachev, SVETLOZAR T.; Fabozzi, FRANK J.
Esercizi di matematica finanziaria
2013-01-01 Giacometti, Rosella; Epis, Cristian
Deterministic and stochastic models for hedging electricity portfolio of a hydropower producer
2013-01-01 Giacometti, Rosella; Vespucci, Maria Teresa; Bertocchi, Maria; Barone Adesi, Giovanni
Securitization market
2013-01-01 Giacometti, Rosella
Euro bonds : markets, infrastructure and trends
2013-01-01 Bertocchi, Maria; Consigli, Giorgio; D'Ecclesia, Rita Laura; Giacometti, Rosella; Moriggia, Vittorio; ORTOBELLI LOZZA, Sergio
A comparison of estimated default probabilities: Merton model vs. stable Paretian model
2013-01-01 Gurny, Martin; ORTOBELLI LOZZA, Sergio; Giacometti, Rosella
Credit derivatives markets
2013-01-01 Giacometti, Rosella
Structural credit risk models with subordinated processes
2013-01-01 Gurny, Martin; ORTOBELLI LOZZA, Sergio; Giacometti, Rosella
Pricing life insurance contracts as financial options: the endowment policy case
2013-01-01 Bertocchi, Maria; Giacometti, Rosella; Recchioni, MARIA CRISTINA; Zirilli, Francesco
Bayesian estimation of truncated data with applications to operational risk measurement
2014-01-01 Zhou, Xiaoping; Giacometti, Rosella; Fabozzi, FRANK J.; Tucker, ANN H.
Data di pubblicazione | Titolo | Autore/i | Tipologia | Documento allegato |
---|---|---|---|---|
1-gen-2010 | A stochastic optimization model for gas retail with temperature scenarios and oil prices parameters | Maggioni, Francesca; Bertocchi, Maria; Giacometti, Rosella; Vespucci, Maria Teresa; Innorta, Mario; Allevi, Elisabetta | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2010 | Using Black and Litterman framework for stress testing analysis in asset management | Giacometti, Rosella; Mignacca, Domenico | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2011 | Extracting joint probability of default from CDS data | Pianeti, Riccardo; Giacometti, Rosella | Working paper del Dipartimento di Scienze aziendali, economiche e metodi quantitativi::WPs - Lorenzo Mascheroni Dep. of Mathematics, Statistics, Computing and Applications (2004-2012) | |
1-gen-2011 | Calibrating affine stochastic mortality models using term assurance premiums | Russo, Vincenzo; Giacometti, Rosella; ORTOBELLI LOZZA, Sergio; Rachev, Svetlozar Todorov; Fabozzi, Frank J. | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2011 | A stochastic model for mortality rate on Italian data | Giacometti, Rosella; ORTOBELLI LOZZA, Sergio; Bertocchi, Maria | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2011 | Hedging electricity portfolio for an hydro-energy producer via stochastic programming | Giacometti, Rosella; Bertocchi, Maria; Vespucci, Maria Teresa; BARONE ADESI, Giovanni | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
1-gen-2012 | Scenario generation for long term fuel prices | Gambarini, S.; Giacometti, Rosella; Zigrino, Stefano | Working paper del Dipartimento di Scienze aziendali, economiche e metodi quantitativi::WPs - Lorenzo Mascheroni Dep. of Mathematics, Statistics, Computing and Applications (2004-2012) | |
1-gen-2012 | Credit default swaps: implied ratings versus official ones | Castellano, Rosella; Giacometti, Rosella | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2012 | Estimating the joint probability of default using Credit Default Swap and Bond Data | Pianeti, Riccardo; Giacometti, Rosella; Acerbis, Valentina | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2012 | Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model | Kim, YOUNG SHIN; Giacometti, Rosella; Rachev, SVETLOZAR T.; Fabozzi, FRANK J.; Mignacca, Domenico | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2012 | A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates | Giacometti, Rosella; Bertocchi, Maria; Rachev, SVETLOZAR T.; Fabozzi, FRANK J. | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2013 | Esercizi di matematica finanziaria | Giacometti, Rosella; Epis, Cristian | 1.3 Libri - Books::1.3.09 Manuali - Handbooks | |
1-gen-2013 | Deterministic and stochastic models for hedging electricity portfolio of a hydropower producer | Giacometti, Rosella; Vespucci, Maria Teresa; Bertocchi, Maria; Barone Adesi, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2013 | Securitization market | Giacometti, Rosella | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
1-gen-2013 | Euro bonds : markets, infrastructure and trends | Bertocchi, Maria; Consigli, Giorgio; D'Ecclesia, Rita Laura; Giacometti, Rosella; Moriggia, Vittorio; ORTOBELLI LOZZA, Sergio | 1.3 Libri - Books::1.3.01 Monografie o trattati scientifici - Books | |
1-gen-2013 | A comparison of estimated default probabilities: Merton model vs. stable Paretian model | Gurny, Martin; ORTOBELLI LOZZA, Sergio; Giacometti, Rosella | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
1-gen-2013 | Credit derivatives markets | Giacometti, Rosella | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
1-gen-2013 | Structural credit risk models with subordinated processes | Gurny, Martin; ORTOBELLI LOZZA, Sergio; Giacometti, Rosella | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2013 | Pricing life insurance contracts as financial options: the endowment policy case | Bertocchi, Maria; Giacometti, Rosella; Recchioni, MARIA CRISTINA; Zirilli, Francesco | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2014 | Bayesian estimation of truncated data with applications to operational risk measurement | Zhou, Xiaoping; Giacometti, Rosella; Fabozzi, FRANK J.; Tucker, ANN H. | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays |
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile