Corrado Corradi

Available identifiers

zbMath Open corradi.corradoMaRDI QIDQ1136453

List of research outcomes

Publication	Date of Publication	Type
Valuation of Collateralized Funds of Hedge Fund Obligations: A Basket Option Pricing Approach	2018-12-13	Paper
Pricing equity and debt tranches of collateralized funds of hedge fund obligations: An approach based on stochastic time change and Esscher-transformed martingale measure	2014-03-04	Paper
https://portal.mardi4nfdi.de/entity/Q3080559	2011-03-10	Paper
https://portal.mardi4nfdi.de/entity/Q3565361	2010-06-03	Paper
https://portal.mardi4nfdi.de/entity/Q5699215	2006-04-26	Paper
A note on interest rate term structure estimation using tension splines	1999-05-05	Paper
On the estimation of smooth forward rate curves from a finite number of observations: A comment	1997-01-06	Paper
https://portal.mardi4nfdi.de/entity/Q5750231	1990-01-01	Paper
IMPROVING THE COMPUTATIONAL EFFICIENCY OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES: A COMMENT	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4206539	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4206540	1985-01-01	Paper
A NOTE ON THE COMPUTATION OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3969719	1982-01-01	Paper
A Note on the Solution of Separable Nonlinear Least-Squares Problems with Separable Nonlinear Equality Constraints	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3927167	1980-01-01	Paper
A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4191490	1979-01-01	Paper
Smooth distributed lag estimators and smoothing spline functions in Hilbert spaces	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4161012	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4130272	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4048472	1974-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Corrado Corradi