MUSTI, SILVANA

MUSTI, SILVANA  

Dipartimento di Economia, Management e Territorio  

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Risultati 1 - 19 di 19 (tempo di esecuzione: 0.014 secondi).
Titolo Data di pubblicazione Autore(i) File
“A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models” 1-gen-2005 Carl, Chiarella; Les, Clewlow; Musti, Silvana
An application of the Unconditional Disturbances Method for Option Princing on Hedge Funds 1-gen-2004 Musti, Silvana
Anomalous return behaviour in the Italian Stock Market 1-gen-2004 Musti, Silvana; RITA LAURA, D'Ecclesia
Asian options pricing in the day-ahead electricity market 1-gen-2016 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
CDS and Equities: The Role of Credit Rating 1-gen-2004 Musti, Silvana; Rita, Decclesia; Morgan, Randa
La diffusione di tecnologie per la produzione di energia da fonte rinnovabile in Puglia: modelli a confronto 1-gen-2012 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
“Una dimostrazione per la formula di addizione del seno” 1-gen-1997 Musti, Silvana
Electricity Market Equilibrium Model with Seasonal Volatilities 1-gen-2015 Fanelli, V.; Musti, S.; Maddalena, L.
Electricity market equilibrium model with seasonal volatilities 1-gen-2015 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
Electricity price modelling with a regime-switching volatility 1-gen-2009 Viviana, Fanelli; Musti, Silvana
Implementazione di un modello di equilibrio per la determinazione del prezzo forward dell’energia elettrica 1-gen-2012 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
Investigating the diffusion of renewable energy technologies in Italy 1-gen-2012 Fanelli, V.; Maddalena, Lucia; Musti, Silvana
Modelling Credit Spreads evolution using the Cox Process within the HJM framework 1-gen-2007 Viviana, Fanelli; Musti, Silvana
Modelling electricity forward curve dynamics in the Italian market 1-gen-2008 Viviana, Fanelli; Musti, Silvana
Modelling electricity futures prices using seasonal path-dependent volatility 1-gen-2016 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
Modelling the evolution of Credit Spreads using the Cox process within the HJM framework: a CDS option pricing model 1-gen-2011 Carl, Chiarella; Viviana, Fanelli; Musti, Silvana
Possiamo evitare un'altra crisi finanziaria? 1-gen-2017 Musti, Silvana
Term structure of interest rates and the expectation hypothesis: The euro area. 1-gen-2008 RITA LAURA, D'Ecclesia; Musti, Silvana
Why did CPDOs fail? An analysis focused on credit spread modeling 1-gen-2010 Viviana, Fanelli; Musti, Silvana