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Hedging a portfolio of derivative securities : a simulation approach
Tebaldi, Claudio - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 257-279
Persistent link: https://www.econbiz.de/10001603717
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Bond price and impulse response function for the Balduzzi, Das, Foresi and Sundaram (1996) model
Grasselli, Martino; Tebaldi, Claudio - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 3, pp. 359-374
Persistent link: https://www.econbiz.de/10003690357
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PROCEEDINGS OF THE INTERNATIONAL CONFERENCE 'MANAGING CREDIT AND MARKET RISK. NEW TECHNIQUES FOR NEW SOURCES OF RISK' - Hedging a Portfolio of Derivative Securities: A Simulation A...
Tebaldi, Claudio - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 257-280
Persistent link: https://www.econbiz.de/10006038515
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Bond Price and Impulse Response Function for the Balduzzi, Das, Foresi and Sundaram (1996) Model
Grasselli, Martino; Tebaldi, Claudio - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 3, pp. 359-374
Persistent link: https://www.econbiz.de/10006021513