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~person:"Zenios, Stauros Andrea"
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Zenios, Stauros Andrea
Wagner, Joachim
882
Zimmermann, Klaus F.
747
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660
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640
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576
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ECONIS (ZBW)
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Computing price paths of mortgage-backed securities using massively parallel computing
Zenios, Stauros Andrea
- In:
Modelling reality and personal modelling
,
(pp. 374-407)
.
1993
Persistent link: https://www.econbiz.de/10001282547
Saved in:
2
Valuation of the embedded prepayment option of mortgage-backed securities
D'Ecclesia, Rita L.
- In:
Financial modelling : recent research ; [selection of …
,
(pp. 179-196)
.
1994
Persistent link: https://www.econbiz.de/10001285727
Saved in:
3
Modeling languages in computational economics : GAMS
Zenios, Stauros Andrea
-
1996
Persistent link: https://www.econbiz.de/10001328178
Saved in:
4
Complete prepayment models for mortgage-backed securities
Kang, Pan
- In:
Management science : journal of the Institute for …
38
(
1992
)
11
,
pp. 1665-1685
Persistent link: https://www.econbiz.de/10001135938
Saved in:
5
Dynamic models for fixed-income portfolio management under uncertainty
Zenios, Stauros Andrea
(
contributor
)
- In:
Journal of economic dynamics & control
22
(
1998
)
10
,
pp. 1517-1541
Persistent link: https://www.econbiz.de/10001246825
Saved in:
6
A model for designing callable bonds and its solution using tabu search
Consiglio, Andrea
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1445-1470
Persistent link: https://www.econbiz.de/10001222037
Saved in:
7
Equivalence of robust VaR and CVaR optimization
Lofti, Somayyeh
;
Zenios, Stauros Andrea
-
2016
-
Date of first version: April 4, 2016
Persistent link: https://www.econbiz.de/10011539339
Saved in:
8
Pricing sovereign contingent convertible debt
Consiglio, Andrea
;
Tumminello, Michele
;
Zenios, Stauros …
-
2016
-
This draft July 22, 2016
Persistent link: https://www.econbiz.de/10011539350
Saved in:
9
Collected works of Marida Bertocchi
Bertocchi, Marida
-
2020
Persistent link: https://www.econbiz.de/10012011769
Saved in:
10
Contingent convertible bonds for sovereign debt risk management
Consiglio, Andrea
;
Zenios, Stauros Andrea
- In:
Journal of globalization and development
9
(
2018
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012003110
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