FONTANA, CLAUDIO
FONTANA, CLAUDIO
Dipartimento di Matematica "Tullio Levi-Civita" - DM
Mostra
records
Risultati 1 - 3 di 3 (tempo di esecuzione: 0.006 secondi).
Credit risk and incomplete information: a filtering framework for pricing and risk-management
2012 Fontana, Claudio
Diffusion-based models for financial markets without martingale measures
2013 Fontana, Claudio; Runggaldier, Wolfgang J.
No-arbitrage conditions and absolutely continuous changes of measure
2014 Fontana, Claudio
Titolo | Data di pubblicazione | Autori | Rivista | Serie | Titolo libro |
---|---|---|---|---|---|
Credit risk and incomplete information: a filtering framework for pricing and risk-management | 2012 | Claudio Fontana | - | - | Mathematical and Statistical Methods for Actuarial Sciences and Finance |
Diffusion-based models for financial markets without martingale measures | 2013 | Claudio FontanaWolfgang J. Runggaldier | - | - | Risk measures and attitudes |
No-arbitrage conditions and absolutely continuous changes of measure | 2014 | Claudio Fontana | - | - | Arbitrage, Credit and Informational Risks |