Sfoglia per Autore
Value and prices in a reinsurance market
1979-01-01 Pressacco, Flavio
Considerazioni numeriche circa l’influenza delle aspettative di mercato sulla volatilità dell’ottimo portafoglio aleatorio (Numerical Considerations about the Influence of Market Expectations on Volatility of the Optimal Risky Portfolio)
1987-01-01 Pressacco, Flavio; Stucchi, Patrizia
A managerial approach to risk theory: some suggestions from the theory of financial decisions
1989-01-01 Pressacco, Flavio
Synthetic portfolio insurance on the italian stock index: from theory to practice
1990-01-01 Pressacco, Flavio; Stucchi, Patrizia
THEORY AND PRACTICE IN STOCK INDEX PORTFOLIO INSURANCE ON THE ITALIAN MARKET: SOME REFLEXIONS
1990-01-01 Pressacco, Flavio; Stucchi, Patrizia
Il prezzamento di opzioni sentiero dipendenti in un modello discreto (Discrete evaluation of path-dependent options)
1994-01-01 Pressacco, Flavio; Santarossa, G; Bianchi, A.
Financial risk, financial intermediaries and game theory
1995-01-01 Pressacco, Flavio
Su una estensione bidimensionale del teorema di scomposizione di Peccati (On a Two-Dimensional Extension of Peccati Decomposition Theorem)
1997-01-01 Pressacco, Flavio; Stucchi, Patrizia
Opzioni alternate a doppia barriera in ambito discreto
1999-01-01 Pressacco, Flavio; Gaudenzi, Marcellino
Opzioni alternate a doppia barriera in ambito discreto (Alternate Double Barrier Option Pricing in a Discrete Framework)
1999-01-01 Gaudenzi, Marcellino; Pressacco, Flavio
Su una nuova procedura per il prezzamento di opzioni con il metodo binomiale (On a new algorithm for binomial option pricing)
2000-01-01 Pressacco, Flavio; Gaudenzi, Marcellino
A new binomial pricing for fixed strike options
2000-01-01 Pressacco, Flavio; Gaudenzi, Marcellino
Linearity Properties of a Three-Moments Portfolio Model
2000-01-01 Pressacco, Flavio; Stucchi, Patrizia
Binomial methods for pricing american options
2001-01-01 Pressacco, Flavio; Gaudenzi, Marcellino
Hierarchical double barrier options: closed form arbitrage free pricing formulas when the underlying follows a binomial recombining tree
2001-01-01 Pitocco, A.; Pressacco, Flavio
High Precision Pricing of Critical in the Money American Options
2002-01-01 Pressacco, Flavio; Ziani, Laura
An efficient segmentation method to price American put options
2002-01-01 Pressacco, Flavio; Ziani, Laura
Binomial based method in high precision pricing and hedging of American put options
2003-01-01 Pressacco, Flavio; Ziani, Laura
Linearity properties of a three-moments portfolio model
2003-01-01 Pressacco, Flavio; Stucchi, Patrizia
High precision pricing and hedging of critical in the money American put options through a new binomial based method: BIM
2003-01-01 Pressacco, Flavio; Ziani, Laura
High precision hedging of American put options
2003-01-01 Pressacco, Flavio; Ziani, Laura
An efficient binomial method for pricing American options
2003-01-01 Gaudenzi, Marcellino; Pressacco, Flavio
High Precision Pricing and Hedging of American Put Options: New Insights
2004-01-01 Gaudenzi, Marcellino; Pressacco, Flavio; Antonino, Zanette; Ziani, Laura
High precision pricing and hedging of American put options: new insights on lattice based methods
2004-01-01 Gaudenzi, Marcellino; Pressacco, Flavio; Zanette, A; Ziani, Laura
High precision pricing and hedging of American put options
2004-01-01 Gaudenzi, M; Pressacco, Flavio; Zanette, A; Ziani, Laura
Power Indices in the European Union
2004-01-01 Pressacco, Flavio
De Finetti, Markowitz e la congettura dell'ultimo segmento
2005-01-01 Pressacco, Flavio
BRUNO DE FINETTI. Opere scelte Vol.1, Vol.2
2006-01-01 Lucio, Crisma; Pressacco, Flavio; ERNESTO VOLPE DI, Prignano; Giuseppe, Anichini; Eugenio, Ragazzini; Fabio, Spizzichino
BRUNO de FINETTI, LE SCIENZE ATTUARIALI E LA TEORIA DELLA FINANZA NEL XX SECOLO
2006-01-01 Pressacco, Flavio
PROFILI TECNICO-ATTUARIALI DEL CONTRATTO DI ASSICURAZIONE RAMO VITA
2006-01-01 Pressacco, Flavio; Ziani, Laura
Binomial models of Executive Stock Options: some remarks
2006-01-01 Pressacco, Flavio; Sumit, Sheel; Ziani, Laura
THE INTERACTION BETWEEN ECONOMICS AND MATHEMATICS IN DE FINETTI'S THOUGHT AND ITS RELEVANCE IN FINANCE, DECISION THEORY AND ACTUARIAL SCIENCES
2006-01-01 Pressacco, Flavio
The origins of the mean-variance approach in finance: revisiting de Finetti 65 years later
2007-01-01 Pressacco, Flavio; Serafini, Paolo
Elementi di matematica finanziaria
2007-01-01 Pressacco, Flavio; Stucchi, Patrizia
New insights on testing the efficiency of methods of pricing and hedging American options
2008-01-01 Pressacco, Flavio; Gaudenzi, Marcellino; Zanette, Antonino; Ziani, Laura
New insights on the mean-variance portfolio selection from de Finetti's suggestions
2009-01-01 Pressacco, Flavio; Serafini, Paolo
Mean-variance efficient strategies in proportional reinsurance under group correlation in a Gaussian framework
2009-01-01 Pressacco, Flavio; Ziani, Laura
Heuristic Decisions and Mean-Variance Efficiency in Proportional Reinsurance: the Case of Group Correlation
2009-01-01 Pressacco, Flavio; Ziani, Laura
B.de Finetti, Actuarial sciences and the theory of finance in the 20th century
2009-01-01 Pressacco, Flavio
Mean-variance efficiency in proportional reinsurance under group correlation: friendly optimization without Kuhn-Tucker theorems
2009-01-01 Pressacco, Flavio; Ziani, Laura
New insights on mean variance portfolio selection from de Finetti’s suggestions
2009-01-01 Pressacco, Flavio; Serafini, Paolo
THE REAL ORIGINS OF THE GLOBAL CRISIS
2009-01-01 Pressacco, Flavio; Seravalli, Gilberto
Sergio as a young professor
2010-01-01 Pressacco, F.
Reconciling NPV and IRR: a new proposal
2010-01-01 Stucchi, Patrizia; Pressacco, Flavio
Naive decisions and mean-variance efficiency in proportional reinsurance under group correlation.
2010-01-01 Pressacco, Flavio; Serafini, Paolo; Ziani, Laura
Bruno de Finetti forerunner of modern finance.
2010-01-01 Pressacco, Flavio; Ziani, Laura
Stratified sampling in finance: a methodological remark
2011-01-01 Grassetti, Luca; Pressacco, Flavio; Ziani, Laura
From efficiency to optimality in proportional reinsurance under group correlation
2011-01-01 Pressacco, Flavio; Ziani, Laura
A Quasi-IRR for a Project Without IRR
2011-01-01 Pressacco, Flavio; Magni, C. A.; Stucchi, Patrizia
Mean-Variance efficient strategies in proportional reinsurance under group correlation in a Gaussian framework
2011-01-01 Pressacco, Flavio; Serafini, Paolo; Ziani, Laura
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