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Operations research models in quantitative finance : proceedings of the XIII Meeting EURO Working Group for Financial Modeling, University of Cyprus, Nicosia, Cyprus
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Portfolio diversification in the sovereign credit swap markets
Consiglio, Andrea
;
Lotfi, Somayyeh
;
Zenios, Stauros Andrea
- In:
Analytical models for financial modeling and risk management
,
(pp. 5-33)
.
2018
Persistent link: https://www.econbiz.de/10011897156
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2
The value of integrative risk management for insurance products with guarantees
Consiglio, Andrea
;
Cocco, Flavio
;
Zenios, Stauros Andrea
- In:
Financial engineering, E-commerce and supply chain
,
(pp. 59-74)
.
2002
Persistent link: https://www.econbiz.de/10001746973
Saved in:
3
The prometeia model for managing insurance policies with guarantees
Consiglio, Andrea
;
Cocco, Flavio
;
Zenios, Stauros Andrea
-
2007
Persistent link: https://www.econbiz.de/10003523285
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4
Modeling languages in computational economics : GAMS
Zenios, Stauros Andrea
-
1996
Persistent link: https://www.econbiz.de/10001328178
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5
Self-fulfilling prophecies in the Cyprus crisis : ELA, PIMCO, and delay
Zenios, Stauros Andrea
- In:
The Cyprus bail-in : policy lessons from the Cyprus …
,
(pp. 9-31)
.
2016
Persistent link: https://www.econbiz.de/10011481052
Saved in:
6
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
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7
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
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Demand for assets by heterogeneous agents in the Italian markets
D'Ecclesia, Rita L.
- In:
New operational approaches for financial modelling
,
(pp. 63-79)
.
1997
Persistent link: https://www.econbiz.de/10001299232
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9
Preface: application of operations research to financial markets
Kyriakou, Ioannis
;
Pantelous, Athanasios A.
;
Sermpinis, …
- In:
Application of operations research to financial markets
,
(pp. 1-2)
.
2019
Persistent link: https://www.econbiz.de/10012157301
Saved in:
10
Disentangling within- and between-country efficiency differences of bank branches
Athanassopoulos, Antreas D.
;
Soteriou, Andreas C.
; …
- In:
Performance of financial institutions : efficiency, …
,
(pp. 336-363)
.
2000
Persistent link: https://www.econbiz.de/10001554269
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