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Titolo Data di pubblicazione Autore(i) File
Value and prices in a reinsurance market 1-gen-1979 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) 1-gen-1987 Pressacco, Flavio; Stucchi, Patrizia
A managerial approach to risk theory: some suggestions from the theory of financial decisions 1-gen-1989 Pressacco, Flavio
THEORY AND PRACTICE IN STOCK INDEX PORTFOLIO INSURANCE ON THE ITALIAN MARKET: SOME REFLEXIONS 1-gen-1990 Pressacco, Flavio; Stucchi, Patrizia
Synthetic portfolio insurance on the italian stock index: from theory to practice 1-gen-1990 Pressacco, Flavio; Stucchi, Patrizia
Il prezzamento di opzioni sentiero dipendenti in un modello discreto (Discrete evaluation of path-dependent options) 1-gen-1994 Pressacco, Flavio; Santarossa, G; Bianchi, A.
Financial risk, financial intermediaries and game theory 1-gen-1995 Pressacco, Flavio
Su una estensione bidimensionale del teorema di scomposizione di Peccati (On a Two-Dimensional Extension of Peccati Decomposition Theorem) 1-gen-1997 Pressacco, Flavio; Stucchi, Patrizia
Opzioni alternate a doppia barriera in ambito discreto (Alternate Double Barrier Option Pricing in a Discrete Framework) 1-gen-1999 Gaudenzi, Marcellino; Pressacco, Flavio
Opzioni alternate a doppia barriera in ambito discreto 1-gen-1999 Pressacco, Flavio; Gaudenzi, Marcellino
A new binomial pricing for fixed strike options 1-gen-2000 Pressacco, Flavio; Gaudenzi, Marcellino
Su una nuova procedura per il prezzamento di opzioni con il metodo binomiale (On a new algorithm for binomial option pricing) 1-gen-2000 Pressacco, Flavio; Gaudenzi, Marcellino
Linearity Properties of a Three-Moments Portfolio Model 1-gen-2000 Pressacco, Flavio; Stucchi, Patrizia
Binomial methods for pricing american options 1-gen-2001 Pressacco, Flavio; Gaudenzi, Marcellino
Hierarchical double barrier options: closed form arbitrage free pricing formulas when the underlying follows a binomial recombining tree 1-gen-2001 Pitocco, A.; Pressacco, Flavio
An efficient segmentation method to price American put options 1-gen-2002 Pressacco, Flavio; Ziani, Laura
High Precision Pricing of Critical in the Money American Options 1-gen-2002 Pressacco, Flavio; Ziani, Laura
High precision pricing and hedging of critical in the money American put options through a new binomial based method: BIM 1-gen-2003 Pressacco, Flavio; Ziani, Laura
High precision hedging of American put options 1-gen-2003 Pressacco, Flavio; Ziani, Laura
Binomial based method in high precision pricing and hedging of American put options 1-gen-2003 Pressacco, Flavio; Ziani, Laura
Linearity properties of a three-moments portfolio model 1-gen-2003 Pressacco, Flavio; Stucchi, Patrizia
An efficient binomial method for pricing American options 1-gen-2003 Gaudenzi, Marcellino; Pressacco, Flavio
Power Indices in the European Union 1-gen-2004 Pressacco, Flavio
High precision pricing and hedging of American put options: new insights on lattice based methods 1-gen-2004 Gaudenzi, Marcellino; Pressacco, Flavio; Zanette, A; Ziani, Laura
High precision pricing and hedging of American put options 1-gen-2004 Gaudenzi, M; Pressacco, Flavio; Zanette, A; Ziani, Laura
High Precision Pricing and Hedging of American Put Options: New Insights 1-gen-2004 Gaudenzi, Marcellino; Pressacco, Flavio; Antonino, Zanette; Ziani, Laura
De Finetti, Markowitz e la congettura dell'ultimo segmento 1-gen-2005 Pressacco, Flavio
Binomial models of Executive Stock Options: some remarks 1-gen-2006 Pressacco, Flavio; Sumit, Sheel; Ziani, Laura
BRUNO DE FINETTI. Opere scelte Vol.1, Vol.2 1-gen-2006 Lucio, Crisma; Pressacco, Flavio; ERNESTO VOLPE DI, Prignano; Giuseppe, Anichini; Eugenio, Ragazzini; Fabio, Spizzichino
PROFILI TECNICO-ATTUARIALI DEL CONTRATTO DI ASSICURAZIONE RAMO VITA 1-gen-2006 Pressacco, Flavio; Ziani, Laura
BRUNO de FINETTI, LE SCIENZE ATTUARIALI E LA TEORIA DELLA FINANZA NEL XX SECOLO 1-gen-2006 Pressacco, Flavio
THE INTERACTION BETWEEN ECONOMICS AND MATHEMATICS IN DE FINETTI'S THOUGHT AND ITS RELEVANCE IN FINANCE, DECISION THEORY AND ACTUARIAL SCIENCES 1-gen-2006 Pressacco, Flavio
The origins of the mean-variance approach in finance: revisiting de Finetti 65 years later 1-gen-2007 Pressacco, Flavio; Serafini, Paolo
Elementi di matematica finanziaria 1-gen-2007 Pressacco, Flavio; Stucchi, Patrizia
New insights on testing the efficiency of methods of pricing and hedging American options 1-gen-2008 Pressacco, Flavio; Gaudenzi, Marcellino; Zanette, Antonino; Ziani, Laura
Mean-variance efficiency in proportional reinsurance under group correlation: friendly optimization without Kuhn-Tucker theorems 1-gen-2009 Pressacco, Flavio; Ziani, Laura
Mean-variance efficient strategies in proportional reinsurance under group correlation in a Gaussian framework 1-gen-2009 Pressacco, Flavio; Ziani, Laura
Heuristic Decisions and Mean-Variance Efficiency in Proportional Reinsurance: the Case of Group Correlation 1-gen-2009 Pressacco, Flavio; Ziani, Laura
New insights on mean variance portfolio selection from de Finetti’s suggestions 1-gen-2009 Pressacco, Flavio; Serafini, Paolo
B.de Finetti, Actuarial sciences and the theory of finance in the 20th century 1-gen-2009 Pressacco, Flavio
New insights on the mean-variance portfolio selection from de Finetti's suggestions 1-gen-2009 Pressacco, Flavio; Serafini, Paolo
THE REAL ORIGINS OF THE GLOBAL CRISIS 1-gen-2009 Pressacco, Flavio; Seravalli, Gilberto
Reconciling NPV and IRR: a new proposal 1-gen-2010 Stucchi, Patrizia; Pressacco, Flavio
Naive decisions and mean-variance efficiency in proportional reinsurance under group correlation. 1-gen-2010 Pressacco, Flavio; Serafini, Paolo; Ziani, Laura
Bruno de Finetti forerunner of modern finance. 1-gen-2010 Pressacco, Flavio; Ziani, Laura
Sergio as a young professor 1-gen-2010 Pressacco, F.
Stratified sampling in finance: a methodological remark 1-gen-2011 Grassetti, Luca; Pressacco, Flavio; Ziani, Laura
From efficiency to optimality in proportional reinsurance under group correlation 1-gen-2011 Pressacco, Flavio; Ziani, Laura
Mean-Variance efficient strategies in proportional reinsurance under group correlation in a Gaussian framework 1-gen-2011 Pressacco, Flavio; Serafini, Paolo; Ziani, Laura
A Quasi-IRR for a Project Without IRR 1-gen-2011 Pressacco, Flavio; Magni, C. A.; Stucchi, Patrizia
Mostrati risultati da 1 a 50 di 121
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