Papers in English

Deleveraging CAPM: Asset Betas vs. Equity Betas – 2020 (pdf)

Derivatives and Usury: The Role of Options in Transactions Used to Act in Fraud of the Law – 2015 (pdf)

Capital Requirements, Capital Adequacy and Risk Management – 2000 (pdf)

Underwriting Fees and Power Derivatives – 1999 (pdf)

The Information Content of TIPS – 1998 (pdf)

A Unified VaR Approach – 1998 (pdf)

Pricing Bonds and Bond Options with Default Risk – 1997 (pdf)

A Model for Measuring Financial Risks – 1996 (pdf)

An Integrated System for the Management of Interest Rate Risk – 1996 (pdf)

Futures-Style Options on Euro-Deposit Futures: Nihil sub Sole Novi? – 1995 (pdf)

Valuation of Floaters and Options on Floaters under Special Repo Rates – 1995 (pdf)

Index-Linked Bonds from an Academic, Market and Policy-Making Standpoint – 1994 (pdf)

The Valuation of Italian Floating Rate Treasuries – 1992 (pdf)

The Valuation of Derivatives: A Survey – 1992 (pdf)

Italian Treasury Bills: Optimal Diversification of Auction Bids – 1991 (pdf)

The Valuation of Bonds and Bond Options: Some Empirical Tests – 1991 (pdf)

Implied Volatilities and Arbitrage Opportunities in the Italian Options Market – 1991 (pdf)

Lending of Money and Shares through the Riporti Market of the Milan Stock Exchange – 1991 (pdf)

The Valuation of Multiple Options: An Application to the Exchange Rate Market of the Italian Lira – 1990 (pdf)

The Italian Stock Market: Efficiency and Calendar Anomalies – 1989 (pdf)

The Valuation of Puttable Bonds: An Application of the Cox, Ingersoll and Ross Model to Italian Treasury Option Certificates – 1989 (pdf)

The Term Structure of Interest Rates: A Test of the Cox, Ingersoll and Ross Model on Italian Treasury Bonds – 1989 (pdf)

The Italian Market for ‘Premium’ Contracts: An Application of Option Pricing Theory – 1989 (pdf)

Al fine di migliorare la tua esperienza di navigazione, questo sito utilizza i cookie di profilazione di terze parti. Chiudendo questo banner o accedendo ad un qualunque elemento sottostante acconsenti all’uso dei cookie.