Prudent Valuation Guidelines and Sound Practices
Year of publication: |
2018
|
---|---|
Authors: | Bianchetti, Marco |
Other Persons: | Cherubini, Umberto (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (148 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2790629 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The term structure of risk premia
Berg, Tobias, (2010)
-
A quantitative mirror on the Euribor market using implied probability density functions
Vincent-Humphreys, Rupert de, (2010)
-
Optimal Shortfall Hedging of Credit Risk
Lotz, Christopher, (1999)
- More ...
-
Moving from IBORs to Alternative Risk Free Rates
Falco, Veronica, (2021)
-
Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis
Bianchetti, Marco, (2015)
-
Markets Evolution After the Credit Crunch
Bianchetti, Marco, (2012)
- More ...