DALUISO, ROBERTO
DALUISO, ROBERTO
DIPARTIMENTO DI STATISTICA E METODI QUANTITATIVI
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Risultati 1 - 4 di 4 (tempo di esecuzione: 0.011 secondi).
Hedging efficiently under correlation
2017 Daluiso, R; Morini, M
Margin Value Adjustment for CCPs with Q-Simulated Initial Margin
2018 Daluiso, R; Facchinetti, G; Morini, M
Algorithmic differentiation for discontinuous payoffs
2018 Daluiso, R; Facchinetti, G
Fast mass computation of sensitivities and effective hedging of financial products
2019 Daluiso, R
Titolo | Tipologia | Data di pubblicazione | Autori | File |
---|---|---|---|---|
Hedging efficiently under correlation | 01 - Articolo su rivista | 2017 | DALUISO, ROBERTOMORINI, MASSIMO | |
Margin Value Adjustment for CCPs with Q-Simulated Initial Margin | 03 - Contributo in libro | 2018 | Daluiso, RMorini, M + | |
Algorithmic differentiation for discontinuous payoffs | 01 - Articolo su rivista | 2018 | Daluiso, R + | |
Fast mass computation of sensitivities and effective hedging of financial products | 07 - Tesi di dottorato Bicocca post 2009 | 2019 | DALUISO, ROBERTO |