BONOLLO, Michele
 Distribuzione geografica
Continente #
EU - Europa 266
NA - Nord America 179
AS - Asia 126
SA - Sud America 13
AF - Africa 2
Totale 586
Nazione #
US - Stati Uniti d'America 176
GB - Regno Unito 63
CN - Cina 51
DE - Germania 42
RU - Federazione Russa 40
SG - Singapore 39
IT - Italia 37
SE - Svezia 22
IE - Irlanda 21
FR - Francia 18
VN - Vietnam 14
HK - Hong Kong 13
FI - Finlandia 12
BR - Brasile 11
ID - Indonesia 4
CH - Svizzera 3
AT - Austria 2
BE - Belgio 2
CA - Canada 2
KE - Kenya 2
UA - Ucraina 2
AR - Argentina 1
CL - Cile 1
CZ - Repubblica Ceca 1
IN - India 1
KR - Corea 1
LB - Libano 1
MX - Messico 1
NL - Olanda 1
TR - Turchia 1
UZ - Uzbekistan 1
Totale 586
Città #
Southend 58
Chandler 28
Singapore 23
Dublin 21
Dallas 19
Hong Kong 12
Houston 12
Falkenstein 9
Ann Arbor 8
Dong Ket 8
Ashburn 7
Wilmington 7
Beijing 6
Lawrence 6
Moscow 6
Princeton 6
Verona 5
Buffalo 4
Jacksonville 4
Jakarta 4
Los Angeles 4
Rome 4
Turku 4
Changsha 3
Helsinki 3
Milan 3
Munich 3
Nanjing 3
Redwood City 3
Tianjin 3
Berlin 2
Brescia 2
Brussels 2
Dearborn 2
Guangzhou 2
Haikou 2
Hebei 2
Jiaxing 2
Jinan 2
Nairobi 2
Piano Di Sorrento 2
Roubaix 2
Santa Clara 2
Shenyang 2
Shenzhen 2
Sindelfingen 2
Trieste 2
Zurich 2
Amsterdam 1
Ankara 1
Atlanta 1
Baixo Guandu 1
Belo Horizonte 1
Boston 1
Brooklyn 1
Brunico 1
Campo Largo 1
Campos Gerais 1
Central District 1
Colatina 1
Columbus 1
Crowborough 1
East Stroudsburg 1
Esperança Nova 1
Florence 1
Frankfurt Am Main 1
Frankfurt am Main 1
Goiânia 1
Hangzhou 1
Indaiatuba 1
Las Vegas 1
London 1
Maipú 1
Mendoza 1
Modena 1
Montreal 1
Nanchang 1
New York 1
Ningbo 1
Nuremberg 1
Nürnberg 1
Piacenza 1
Providence 1
Pryluky 1
San Francisco 1
Sapiranga 1
Shanghai 1
Stockholm 1
Surat 1
São Caetano do Sul 1
São Gonçalo 1
Tashkent 1
The Dalles 1
Toronto 1
Vienna 1
Villabassa 1
Totale 370
Nome #
Implicit Trigger Price Determination for Contingent Convertible Bond 147
Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time 128
Counterparty Credit Risk evaluation for Accumulator derivatives: the Brownian Local Time approach 111
Polynomial Chaos Expansion Approach to Interest Rate Models 76
The Default Risk Charge approach to regulatory risk measurement processes 72
A quantization approach to the counterparty credit exposure estimation 72
Totale 606
Categoria #
all - tutte 2.317
article - articoli 2.317
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 4.634


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202142 0 0 0 9 8 7 0 1 0 1 2 14
2021/202232 0 5 0 0 4 0 0 4 3 1 3 12
2022/2023112 7 7 10 11 11 37 0 12 15 1 1 0
2023/202429 3 3 1 4 6 0 1 1 1 2 5 2
2024/2025109 6 8 1 31 1 10 7 2 10 2 9 22
2025/2026108 26 17 23 42 0 0 0 0 0 0 0 0
Totale 606