Simone Casellina

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Credit risk measures and the estimation error in the ASRF model under the Basel II IRB approach Communications in Nonlinear Science and Numerical Simulation	2023-02-16	Paper
Financial fragility and credit risk: a simulation model Communications in Nonlinear Science and Numerical Simulation	2022-10-28	Paper
Italian mortgage markets and their dynamics Mathematics and Computers in Simulation	2021-02-19	Paper
Credit risk migration rates modeling as open systems: a micro-simulation approach Communications in Nonlinear Science and Numerical Simulation	2020-10-21	Paper
Adjustable and fixed interest rates mortgage markets modelling CEJOR. Central European Journal of Operations Research	2016-06-30	Paper
Credit market dynamics: a cobweb model Computational Economics	2011-12-13	Paper
Optimal Monetary Policy for Commercial Banks Involving Lending Rate Settings and Default Rates Nonlinear Dynamics in Economics, Finance and Social Sciences	2010-06-21	Paper
Optimal monetary policy and long-term interest rate dynamics: Taylor rule extensions Computational Economics	2008-09-12	Paper

Research outcomes over time

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