BONOLLO, Michele
BONOLLO, Michele
DIPARTIMENTO DI INFORMATICA
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A quantization approach to the counterparty credit exposure estimation
2020-01-01 Bonollo, Michele; Di Persio, Luca; Oliva, Immacolata
Counterparty Credit Risk evaluation for Accumulator derivatives: the Brownian Local Time approach
2016-01-01 DI PERSIO, Luca; Bonollo, Michele; Oliva, Immacolata; Luca, Semmoloni
Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time
2017-01-01 Bonollo, Michele; DI PERSIO, Luca; Mammi, Luca; Oliva, Immacolata
Implicit Trigger Price Determination for Contingent Convertible Bond
2016-01-01 DI PERSIO, Luca; Bonollo, Michele; Prezioso, Luca
Polynomial Chaos Expansion Approach to Interest Rate Models
2015-01-01 DI PERSIO, Luca; Pellegrini, Gregorio; Bonollo, Michele
The Default Risk Charge approach to regulatory risk measurement processes
2018-01-01 DI PERSIO, Luca; Prezioso, Luca; Bonollo, Michele
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A quantization approach to the counterparty credit exposure estimation | 1-gen-2020 | Bonollo, Michele; Di Persio, Luca; Oliva, Immacolata | |
| Counterparty Credit Risk evaluation for Accumulator derivatives: the Brownian Local Time approach | 1-gen-2016 | DI PERSIO, Luca; Bonollo, Michele; Oliva, Immacolata; Luca, Semmoloni | |
| Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time | 1-gen-2017 | Bonollo, Michele; DI PERSIO, Luca; Mammi, Luca; Oliva, Immacolata | |
| Implicit Trigger Price Determination for Contingent Convertible Bond | 1-gen-2016 | DI PERSIO, Luca; Bonollo, Michele; Prezioso, Luca | |
| Polynomial Chaos Expansion Approach to Interest Rate Models | 1-gen-2015 | DI PERSIO, Luca; Pellegrini, Gregorio; Bonollo, Michele | |
| The Default Risk Charge approach to regulatory risk measurement processes | 1-gen-2018 | DI PERSIO, Luca; Prezioso, Luca; Bonollo, Michele |