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• (repositories = "Aisberg - Archivio Istituzionale Università di Bergamo" AND subject = "SECS-S/06 METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE")
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repositories = "Aisberg - Archivio Istituzionale Università di Bergamo" > : "SECS-S/06 METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE" (x)
1 2 > >>

Found 13 documents, displaying page 1 of 2

Financial models with Lévy processes

Author(s) : STAINO, ALESSANDRO
Description : This dissertation studies option pricing, portfolio selection, and risk management assuming exponential-Lévy models in financial markets. Option pricing of European, American, and path-dependent derivatives is dealt with the markovian approach. Markovian approach has been introduced by Duan and Simon...
Repository : Aisberg - Archivio Istituzionale Università di Bergamo
Language(s) : English

Average cost power contracts and CO2 burdens for energy intensive industry

Author(s) : OGGIONI, GIORGIA
Description : Market evidences of the last three years show that the application of the EU-ETS may endanger the European electricity intensive industries both directly and indirectly. The direct ETS burdens come from the costs of both abating emissions from old technologies and buying emission allowances on the m...
Repository : Aisberg - Archivio Istituzionale Università di Bergamo
Language(s) : English

Essays in environmental economics with an OLG model

Author(s) : BALESTRA, CARLOTTA
Description : altro - other
Repository : Aisberg - Archivio Istituzionale Università di Bergamo
Language(s) : English

Tempered stable models in finance : theory and applications

Author(s) : BIANCHI, MICHELE L.
Description : altro - other
Repository : Aisberg - Archivio Istituzionale Università di Bergamo
Language(s) : English

L'utilizzo delle trading rules nell'ottimizzazione di portafoglio

Author(s) : ORLANDINI, DAVIDE
Description : altro - other
Repository : Aisberg - Archivio Istituzionale Università di Bergamo
Language(s) : Italian

Pricing credit derivatives : beyond the market standard model

Author(s) : SESSA, VITO
Description : altro - other
Repository : Aisberg - Archivio Istituzionale Università di Bergamo
Language(s) : English

Quantitative environmental economics : modeling marketable permits in discrete and continuous time

Author(s) : TASCHINI, LUCA
Description : Environmental policy instruments, such as marketable permits, exist to help monitor and regulate environmental practices of organizations, i.e. companies and institutions (see [60], [77] and discussion in Chapter 2). Market-based instruments are already employed for the implementation of environment...
Repository : Aisberg - Archivio Istituzionale Università di Bergamo
Language(s) : English

Pricing equity and debt tranches of collateralized fund of hedge funds obligations

Author(s) : TASSINARI, GIAN LUCA
Description : altro - other
Repository : Aisberg - Archivio Istituzionale Università di Bergamo
Language(s) : English

Voting Cohesions and Collusions via Cooperative Games

Author(s) : URISTANI, ANGELO
Description : altro - other
Repository : Aisberg - Archivio Istituzionale Università di Bergamo
Language(s) : English

Maximal Monotone Operators, Convex Representations and Duality

Author(s) : ROCCO, MARCO
Description : altro - other
Repository : Aisberg - Archivio Istituzionale Università di Bergamo
Language(s) : English
1 2 > >>

Found 13 documents, displaying page 1 of 2