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Pricing Bonds and Bond Options...
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Barone-Adesi, Giovanni
171
Barone, Emilio
45
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35
Audrino, Francesco
15
Mancini, Loriano
13
Giannopoulos, Kostas
12
Sala, Carlo
12
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7
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6
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6
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6
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ECONIS (ZBW)
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131
Special issue on thirty years of continuous-time finance
Barone-Adesi, Giovanni
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003121067
Saved in:
132
Pricing the treasury bond futures contract as the minimum value of deliverable bond prices
Barone-Adesi, Giovanni
;
Elliott, Robert J.
- In:
Review of futures markets
8
(
1989
)
3
,
pp. 438-444
Persistent link: https://www.econbiz.de/10001099129
Saved in:
133
Average conditional correlation and tree structures for multivariate GARCH models
Audrino, Francesco
;
Barone-Adesi, Giovanni
- In:
Journal of forecasting
25
(
2006
)
8
,
pp. 579-600
Persistent link: https://www.econbiz.de/10003402058
Saved in:
134
Backtesting derivative portfolios with filtered historical simulation (FHS)
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
European financial management : the journal of the …
8
(
2002
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10001688408
Saved in:
135
On the informational content of changing risk for dynamic asset allocation
Barone-Adesi, Giovanni
;
Gagliardini, Patrick
;
Trojani, Fabio
-
2000
Persistent link: https://www.econbiz.de/10001641348
Saved in:
136
Non-parametric VaR techniques : myths and realities
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
- In:
Economic notes : economic review of Banca Monte dei …
30
(
2001
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10001603710
Saved in:
137
Managing electricity risk
Barone-Adesi, Giovanni
;
Gigli, Andrea
- In:
Economic notes : economic review of Banca Monte dei …
32
(
2003
)
2
,
pp. 283-294
Persistent link: https://www.econbiz.de/10001790812
Saved in:
138
A new approach to check the free boundary of single factor interest rate put option
Allegretto, Walter
;
Barone-Adesi, Giovanni
;
Dinenis, Elias
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 153-168
Persistent link: https://www.econbiz.de/10001544341
Saved in:
139
A test of calendar seasonalities in stock market risk implied from index futures options
Barone-Adesi, Giovanni
- In:
International review of economics & finance : IREF
3
(
1994
)
3
,
pp. 327-340
Persistent link: https://www.econbiz.de/10001177829
Saved in:
140
Equity financing and corporate convertible bond policy
Jalan, P.
- In:
Journal of banking & finance
19
(
1995
)
2
,
pp. 187-206
Persistent link: https://www.econbiz.de/10001180786
Saved in:
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