海量图书期刊资源,随时随地畅享阅读乐趣
HEDGING WITH ENERGYFrancesco Corielli · 2006
Factor based index trackingFrancesco Corielli; Massimiliano Marcellino · 2006
Parametrix Approximation of Diffusion Transition DensitiesCorielli, Francesco; Foschi, Paolo; Pascucci, Andrea · SIAM Journal on Financial Mathematics · 2010
Pitfalls in linear models for style analysisFrancesco Corielli; Attilio Meucci · Statistical Methods and Applications · 2004
Project Finance Collateralized Debt Obligations: An Empirical Analysis on Spread DeterminantsCaselli, Stefano; Buscaino, Valerio; Corielli, Francesco; Gatti, Stefano · SSRN Electronic Journal · 2010
Project Finance Collateralised Debt Obligations: an Empirical Analysis of Spread DeterminantsValerio Buscaino; Stefano Caselli; Francesco Corielli; Stefano Gatti · 2012
Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage modelsAndrea Buraschi; Francesco Corielli · 2005