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Pricing sovereign contingent convertible debt
Consiglio, Andrea; Tumminello, Michele; Zenios, Stauros … - 2016 - This draft July 22, 2016
Persistent link: https://www.econbiz.de/10011539350
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Portfolio diversification in the sovereign credit swap markets
Consiglio, Andrea; Lotfi, Somayyeh; Zenios, Stauros Andrea - 2016
Persistent link: https://www.econbiz.de/10011539351
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Designing guarantee options in defined contributions pension plans
Consiglio, Andrea; Tumminello, Michele; Zenios, Stauros … - 2015
Persistent link: https://www.econbiz.de/10010480323
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The case for contingent convertible debt for sovereigns
Consiglio, Andrea; Zenios, Stauros Andrea - 2015
Persistent link: https://www.econbiz.de/10011446406
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The value of integrative risk management for insurance products with guarantees
Consiglio, Andrea (contributor); Cocco, Flavio (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566867
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Scenario optimization asset and liability modeling for endowments with guarantees
Consiglio, Andrea (contributor); Cocco, Flavio (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536992
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Generating multi-factor arbitrage-free scenario trees with global optimization
Consiglio, Andrea; Carollo, Angelo; Zenios, Stauros Andrea - 2014
Persistent link: https://www.econbiz.de/10010243999
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Risk management optimization for sovereign debt restructuring
Consiglio, Andrea; Zenios, Stauros Andrea - 2014
Persistent link: https://www.econbiz.de/10010407980
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Risk management optimization for sovereign debt restructuring
Consiglio, Andrea; Zenios, Stauros Andrea - 2014
Persistent link: https://www.econbiz.de/10010414386
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Fairness and reflexivity in the Cyprus bail-in
Zenios, Stauros Andrea - 2014
Persistent link: https://www.econbiz.de/10010340281