Sfoglia per Autore
A parametric approach to counterparty and credit risk
2014-01-01 Orlando, G; Haertel, M
A discrete mathematical model for chaotic dynamics in economics: Kaldor's model on business cycle
2016-01-01 Orlando, G.
RQA correlations on real business cycles time series
2017-01-01 Orlando, Giuseppe; Zimatore, Giovanna
A review on implied volatility calculation
2017-01-01 Orlando, Giuseppe; Taglialatela, Giovanni
A New Approach to CIR Short-Term Rates Modelling
2018-01-01 Orlando, Giuseppe; Mininni, Rosamaria; Bufalo, Michele
Recurrence quantification analysis of business cycles
2018-01-01 Orlando, G.; Zimatore, G.
Chaotic business cycles within a Kaldor-Kalecki framework
2018-01-01 Orlando, G.
An empirical test on Harrod's open economy dynamics
2019-01-01 Orlando, G.; Della Rossa, F.
RQA correlations on business cycles: A comparison between real and simulated data
2019-01-01 Orlando, Giuseppe; Zimatore, Giovanna
Interest rates calibration with a CIR model
2019-01-01 Orlando, Giuseppe; Mininni, Rosamaria; Bufalo, Michele
A new approach to forecast market interest rates through the CIR model
2019-01-01 Orlando, Giuseppe; Mininni, Rosamaria; Bufalo, Michele
Forecasting interest rates through Vasicek and CIR models: a partitioning approach
2019-01-01 Orlando, Giuseppe; Mininni, Rosamaria; Bufalo, Michele
Business cycle modeling between financial crises and black swans: Ornstein-Uhlenbeck stochastic process vs Kaldor deterministic chaotic model
2020-01-01 Orlando, G.; Zimatore, G.
Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default
2020-01-01 Orlando, Giuseppe; Pelosi, Roberta
Recurrence quantification analysis on a Kaldorian business cycle model
2020-01-01 Orlando, G.; Zimatore, G.
Challenges in approximating the black and scholes call formula with hyperbolic tangents
2020-01-01 Mininni, Michele; Orlando, Giuseppe; Taglialatela, Giovanni
Empirical Evidences on the Interconnectedness between Sampling and Asset Returns' Distributions
2021-01-01 Orlando, Giuseppe; Bufalo, Michele
Interest rates forecasting: between Hull and White and the {CIR}{#}. How to make a single factor model work
2021-01-01 Orlando, Giuseppe; Bufalo, Michele
Introduction
2021-01-01 Orlando, G.; Pisarchik, A. N.; Stoop, R.
On the approximation of the Black and Scholes call function
2021-01-01 Orlando, G.; Taglialatela, G.
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