FONTANA, CLAUDIO

FONTANA, CLAUDIO  

Dipartimento di Matematica "Tullio Levi-Civita" - DM  

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Risultati 1 - 20 di 31 (tempo di esecuzione: 0.029 secondi).
Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
A general HJM framework for multiple yield curve modelling 2016 Claudio Fontana + FINANCE AND STOCHASTICS - -
A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing 2014 Claudio Fontana STOCHASTICS - -
A stochastic control perspective on term structure models with roll-over risk 2023 Claudio Fontana + FINANCE AND STOCHASTICS - -
A unified approach to pricing and risk management of equity and credit risk 2014 Claudio Fontana + JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS - -
Affine multiple yield curve models 2019 Claudio Fontana + MATHEMATICAL FINANCE - -
Arbitrage concepts under trading restrictions in discrete-time financial markets 2021 Fontana, ClaudioRunggaldier, Wolfgang J. JOURNAL OF MATHEMATICAL ECONOMICS - -
Arbitrage of the first kind and filtration enlargements in semimartingale financial models 2016 Claudio Fontana + STOCHASTIC PROCESSES AND THEIR APPLICATIONS - -
CBI-time-changed Lévy processes 2023 Fontana, Claudio + STOCHASTIC PROCESSES AND THEIR APPLICATIONS - -
CBI-time-changed Lévy processes for multi-currency modeling 2022 Claudio FontanaAlessandro GnoattoGuillaume Szulda ANNALS OF OPERATIONS RESEARCH - -
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
Credit risk and incomplete information: filtering and EM parameter estimation. 2010 FONTANA, CLAUDIORUNGGALDIER, WOLFGANG JOHANN INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE - -
Diffusion-based models for financial markets without martingale measures 2013 Claudio FontanaWolfgang J. Runggaldier - - Risk measures and attitudes
Financial Markets Theory: Equilibrium, Efficiency and Information 2017 Claudio Fontana + - - -
Four Essays in Financial Mathematics 2012 Fontana, Claudio - - -
General dynamic term structures under default risk 2018 Claudio Fontana + STOCHASTIC PROCESSES AND THEIR APPLICATIONS - -
Information, no-arbitrage and completeness for asset price models with a change point 2014 Claudio Fontana + STOCHASTIC PROCESSES AND THEIR APPLICATIONS - -
Market Viability and Martingale Measures under Partial Information 2015 Claudio Fontana + METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY - -
Martingale spaces and representations under absolutely continuous changes of probability 2019 Claudio Fontana + ELECTRONIC COMMUNICATIONS IN PROBABILITY - -
Multiple yield curve modelling with CBI processes 2021 claudio fontana + MATHEMATICS AND FINANCIAL ECONOMICS - -
No-arbitrage conditions and absolutely continuous changes of measure 2014 Claudio Fontana - - Arbitrage, Credit and Informational Risks