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Pricing Bonds and Bond Options...
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Barone-Adesi, Giovanni
20
Castagna, Antonio
4
Giannopoulos, Kostas
4
Sorwar, Ghulam
4
Barone, Emilio
3
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2
Audrino, Francesco
2
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European financial management : the journal of the European Financial Management Association
3
Journal of banking & finance
3
Risk : managing risk in the world's financial markets
3
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
The review of financial studies
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1
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OLC EcoSci
ECONIS (ZBW)
168
RePEc
36
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15
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2
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1
Pricing Bonds and Bond Options with Default Risk
Barone, Emilio
;
Barone-Adesi, Giovanni
;
Castagna, Antonio
- In:
European financial management : the journal of the …
4
(
1998
)
2
,
pp. 231-282
Persistent link: https://www.econbiz.de/10005971509
Saved in:
2
OPTION PRICING: The vanna-volga method for implied volatilities
Castagna, Antonio
;
Mercurio, Fabio
- In:
Risk : managing risk in the world's financial markets
20
(
2007
)
1
,
pp. 106-111
Persistent link: https://www.econbiz.de/10007589222
Saved in:
3
Consistent pricing and hedging of an FX options book
Bisesti, Lorenzo
;
Castagna, Antonio
;
Mercurio, Fabio
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 65-83
Persistent link: https://www.econbiz.de/10009934646
Saved in:
4
Counterparty credit risk - The impossibility of DVA replication - Some have argued that the debit valuation adjustment — Which measures the benefit to a bank from its own potential...
Castagna, Antonio
- In:
Risk : managing risk in the world's financial markets
25
(
2012
)
11
,
pp. 66-70
Persistent link: https://www.econbiz.de/10010047132
Saved in:
5
Futures-style Options on Euro-deposit Futures: Nihil sub Sole Novi?
Barone, Emilio
;
Mengoni, Luca
- In:
European financial management : the journal of the …
3
(
1997
)
1
,
pp. 99-128
Persistent link: https://www.econbiz.de/10005979776
Saved in:
6
A Model for Measuring Financial Risks
Barone, Emilio
;
Bragh`o, Antonio
- In:
Rivista di politica economica
86
(
1996
)
11-12
,
pp. 155-194
Persistent link: https://www.econbiz.de/10007705091
Saved in:
7
Functional gradient descent for financial time series with an application to the measurement of market risk
Audrino, Francesco
;
Barone-Adesi, Giovanni
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 959-978
Persistent link: https://www.econbiz.de/10005879003
Saved in:
8
The saga of the American put
Barone-Adesi, Giovanni
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2909
Persistent link: https://www.econbiz.de/10005880120
Saved in:
9
Thirty years of continuous-time finance
Barone-Adesi, Giovanni
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2699-2700
Persistent link: https://www.econbiz.de/10005880128
Saved in:
10
VaR without Correlations for Portfolios of Derivative Securities
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
The journal of futures markets
19
(
1999
)
5
,
pp. 583-602
Persistent link: https://www.econbiz.de/10007375180
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