Simone Casellina

Available identifiers

zbMath Open casellina.simoneMaRDI QIDQ301221

List of research outcomes

Publication	Date of Publication	Type
Credit risk measures and the estimation error in the ASRF model under the Basel II IRB approach	2023-02-16	Paper
Financial fragility and credit risk: a simulation model	2022-10-28	Paper
Italian mortgage markets and their dynamics	2021-02-19	Paper
Credit risk migration rates modeling as open systems: a micro-simulation approach	2020-10-21	Paper
Adjustable and fixed interest rates mortgage markets modelling	2016-06-30	Paper
Credit market dynamics: a cobweb model	2011-12-13	Paper
Optimal Monetary Policy for Commercial Banks Involving Lending Rate Settings and Default Rates	2010-06-21	Paper
Optimal monetary policy and long-term interest rate dynamics: Taylor rule extensions	2008-09-12	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: Simone Casellina