The following pages link to Massimo Morini (Q704055):
Displaying 6 items.
- The LIBOR model dynamics: Approximations, calibration and diagnostics (Q704056) (← links)
- NO-ARMAGEDDON MEASURE FOR ARBITRAGE-FREE PRICING OF INDEX OPTIONS IN A CREDIT CRISIS (Q3100747) (← links)
- An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling (Q3424320) (← links)
- Hedging efficiently under correlation (Q4555159) (← links)
- COUNTERPARTY RISK PRICING: IMPACT OF CLOSEOUT AND FIRST-TO-DEFAULT TIMES (Q4649502) (← links)
- Counterparty Credit Risk, Collateral and Funding (Q5418750) (← links)
