TRAP@NCI

Items where Subject is "H Social Sciences > HG Finance"

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Number of items at this level: 29.

B

Barone, Gaia (2008) Arbitrages and Arrow-Debreu Prices. Rivista di Politica Economica, 98 (6). pp. 43-78.

Barone, Gaia (2012) Arbitraggi e algebra di Garman. CreateSpace. ISBN 9781481034449

Barone, Gaia (2012) Arbitraggi e prezzi Arrow-Debreu. CreateSpace. ISBN 9781481051231

Barone, Gaia (2017) Deleveraging CAPM: Asset Betas vs. Equity Betas. In: European Financial Management Association 2017 Annual Conference, 28th June - 1st July 2017, Deree – The American College of Greece, Athens, Greece. (Submitted)

Barone, Gaia (2011) Equity Options and Bond Options in the Leland Model. In: Research Paper, March 2011. (Submitted)

Barone, Gaia (2012) Equity Options, Credit Default Swaps and Leverage. In: XXI International Conference on Money, Banking and Finance, 10th-11th December 2012, CASMEF – LUISS, University LUISS Guido Carli, Rome, Italy. (Submitted)

Barone, Gaia (2014) Equity Options, Credit Default Swaps and Leverage: A Simple Stochastic-Volatility Model For Equity and Credit Derivatives. In: World Finance Conference, 2nd-4th July 2014, Ca` Foscari University, Venice, Italy. (Submitted)

Barone, Gaia (2011) Equity Options, Credit Default Swaps and Leverage: A Simple Stochastic-Volatility Model for Equity and Credit Derivatives. In: Research Paper, May 2011. (Submitted)

Barone, Gaia (2014) Equity Options, Credit Default Swaps and Leverage: A simple Stochastic-Volatility Model For Equity and Credit Derivatives. In: 23rd EFMA Conference, 25th-28th June 2014, Tor Vergata University of Rome, Italy. (Submitted)

Barone, Gaia (2011) Equity options, credit default swaps e leverage: un semplice modello a volatilità stocastica per i derivati azionari e creditizi. In: Working Paper no. 5: CASMEF Working Paper Series, June 2011, Arcelli Centre for Monetary and Financial Studies, Department of Economics and Business, LUISS Guido Carli, Rome, Italy.

Barone, Gaia (2012) An Equity-Based Credit Risk Model. In: Derivative Securities Pricing and Modelling. Contemporary Studies in Economic and Financial Analysis (94). Emerald Group Publishing Limited, Bingley, pp. 351-378. ISBN 9781780526164

Barone, Gaia (2013) European Compound Options Written on Perpetual American Options. The Journal of Derivatives, 20 (3). pp. 61-74. ISSN 2168-8524

Barone, Gaia (2005) Fed funds futures. In: Research Paper, February 2005. (Submitted)

Barone, Gaia (2008) Index Options as Compound Options on Assets. In: Research paper, April 2008. (Submitted)

Barone, Gaia (2004) The Many Facets of Risk. In: Research Paper, November 2004. (Submitted)

Barone, Gaia (2018) Mimicking Credit Ratings by a Perpetual-Debt Structural Model. In: 10th World Congress of the Bachelier Finance Society, 16th-20th July 2018, Trinity College, Dublin. (Submitted)

Barone, Gaia (2016) Mimicking Credit Ratings by a Perpetual-Debt Structural Model. In: 7th World Finance Conference, 29th-21st July 2016, St John's University, New York City, USA. (Submitted)

Barone, Gaia (2011) Opzioni Europee Composte scritte su Opzioni Americane Perpetue. In: Research Paper, March 2011. (Submitted)

Barone, Gaia (2011) Opzioni su azioni e obbligazioni nel modello di Leland. In: Research Paper, April 2011. (Submitted)

Barone, Gaia (2005) Probability of Default. In: Research Paper, May 2005. (Submitted)

Barone, Gaia (2018) Replication of credit ratings by a Perpetual-Debt Structural Model. Bancaria, 74 (5). pp. 24-40.

Barone, Gaia (2007) Separare la Rete? In: Research paper, May 2007. (Submitted)

Barone, Gaia (2004) The Singling out of the Chinese Renminbi. In: Research Paper, November 2004. (Submitted)

Barone, Gaia (2006) Target the Two. In: Research Paper, May 2006. (Submitted)

Barone, Gaia (2012) Un modello à la Leland per l'analisi del rischio di credito. In: Seminar, 16th April 2012, Centro Arcelli per gli Studi Monetari e Finanziari (CASMEF), University LUISS Guido Carli, Rome, Italy. (Submitted)

Bin Abd Halim, Muhamad Syazwan (2016) A study to gain insights into effectiveness of fiscal policy between countries with high and low public debt, pre- and post- 2007 great recession. Masters thesis, Dublin, National College of Ireland.

H

Harvey, Declan (2011) Does Value at Risk provide an accurate and reliable measure of risk exposure, as a stand - alone risk management tool for a financial institution in periods of economic uncertainty? Masters thesis, National College of Ireland.

M

Maguire, Phil, Kelly, Stephen, Miller, Robert, Moser, Philippe, Hyland, Philip and Maguire, Rebecca (2017) Further evidence in support of a low-volatility anomaly: Optimizing buy-and-hold portfolios by minimizing historical aggregate volatility. Journal of Asset Management, 18 (4). pp. 326-339. ISSN 1479-179X

Maguire, Phil, Miller, Robert, Moser, Philippe and Maguire, Rebecca (2016) A robust house price index using sparse and frugal data. Journal of Property Research, 33 (4). pp. 293-308. ISSN 1466-4453

This list was generated on Sat Sep 22 13:39:32 2018 UTC.