Sfoglia per Autore
Optimal Investment in Research and Development Under Uncertainty
2016-01-01 R., Cerqueti; Marazzina, Daniele; M., Ventura
Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints
2016-01-01 Baccarin, Stefano; Marazzina, Daniele
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options
2016-01-01 Fusai, Gianluca; Germano, Guido; Marazzina, Daniele
Asset management, High Water Mark and flow of funds
2016-01-01 Barucci, Emilio; Marazzina, Daniele
On relative performance, remuneration and risk taking of asset managers
2018-01-01 Barucci, Emilio; la Bua, Gaetano; Marazzina, Daniele
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
2018-01-01 Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido
Calibration and advanced simulation schemes for the Wishart stochastic volatility model
2019-01-01 La Bua, G.; Marazzina, D.
Integrated structural approach to Credit Value Adjustment
2019-01-01 Ballotta, Laura; Fusai, Gianluca; Marazzina, Daniele
Hilbert transform, spectral filters and option pricing
2019-01-01 Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido
A general framework for pricing Asian options under stochastic volatility on parallel architectures
2019-01-01 Corsaro, Stefania; Kyriakou, Ioannis; Marazzina, Daniele; Marino, Zelda
Finanza matematica
2020-01-01 Barucci, Emilio; Nencini, Matteo; Marazzina, Daniele
Finanza matematica. Esercizi
2020-01-01 Barucci, Emilio; Grassetti, Francesca; Marazzina, Daniele
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities
2020-01-01 Phelan, C. E.; Marazzina, D.; Germano, G.
The determinants of lapse rates in the Italian life insurance market
2020-01-01 Barucci, Emilio; Colozza, Tommaso; Marazzina, Daniele; Rroji, Edit
L’educazione finanziaria nelle scuole secondarie. La proposta Edufin@Polimi e l’esperienza presso l’Istituto di Istruzione Superiore Alberti di Bormio
2021-01-01 Marazzina, Daniele; Dossi, Francesca
Optimal investment strategies with a minimum performance constraint
2021-01-01 Barucci, E.; Marazzina, D.; Mastrogiacomo, E.
On the application of Wishart process to the pricing of equity derivatives: the multi-asset case
2021-01-01 La Bua, Gaetano; Marazzina, Daniele
Le attività del QFinLab-Politecnico di Milano in tema di educazione finanziaria
2022-01-01 Barucci, Emilio; Grassetti, Francesca; Marazzina, Daniele; Stocco, Davide
Cryptocurrencies and stablecoins: a high-frequency analysis
2022-01-01 Barucci, Emilio; Moncayo, Giancarlo Giuffra; Marazzina, Daniele
A new class of multidimensional Wishart-based hybrid models
2022-01-01 Labua, G.; Marazzina, D.
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