Showing 1 - 6 of 6
Italian Abstract: Elementi di teoria dei giochi necessari ad implementare e risolvere giochi statici e dinamici con informazione completa e incompleta. Particolare attenzione e dettagli di soluzione sono esposti per i giochi bayesiani dinamici con informazione incompleta
Persistent link: https://www.econbiz.de/10014158962
Italian Abstract: Vengono esposti i principi base della teoria delle aste. Quali le questioni da risolvere, quali ingredienti, quali ipotesi necessarie per semplificare una teoria altrimenti piuttosto complessa. Vengono sviluppati i meccanismi d'asta al I e al II prezzo, risolvendo per le...
Persistent link: https://www.econbiz.de/10013012341
The thesis develops the option pricing model with interest rate model in stochastic environment by analyzing insurance field in asset liability management context and regulatory puorpose from the management prospective.
Persistent link: https://www.econbiz.de/10015220436
The thesis develops the option pricing model with interest rate model in stochastic environment by analyzing insurance field in asset liability management context and regulatory puorpose from the management prospective.
Persistent link: https://www.econbiz.de/10015220768
In this paper we present an integral equation approach for the valuation of European-style installment derivatives when the premium payments, made continuously throughout the contract’s life, are assumed to be a function of the asset price and time variables. The contribution of this study is...
Persistent link: https://www.econbiz.de/10008559922
Persistent link: https://www.econbiz.de/10012389028