Similar Search Results

A note on interest rate term structure estimation using tension splines

Barzanti, Luca; Corradi, Corrado - In: Insurance: Mathematics and Economics 22 (1998) 2, pp. 139-143

Persistent link: https://www.econbiz.de/10005375363

Monotonicity preserving regression techniques for interest rate term structure estimation: A note

Barzanti, Luca; Corradi, Corrado - In: Decisions in Economics and Finance 20 (1997) 2, pp. 125-131

Persistent link: https://www.econbiz.de/10005396199

A note on direct term structure estimation using monotonic splines

Barzanti, Luca; Corradi, Corrado - In: Decisions in Economics and Finance 22 (1999) 1, pp. 101-108

Persistent link: https://www.econbiz.de/10005184802

Erratum to: "A note on interest rate term structure estimation using tension splines" [Insurance: Mathematics and Economics 22 (1998) 139-143]

Barzanti, Luca; Corradi, Corrado - In: Insurance: Mathematics and Economics 23 (1998) 2, pp. 179-180

Persistent link: https://www.econbiz.de/10005365522

On the estimation of smooth forward rate curves from a finite number of observations: A comment

Corradi, Corrado - In: Insurance: Mathematics and Economics 18 (1996) 2, pp. 115-117

Persistent link: https://www.econbiz.de/10005374906

Pricing equity and debt tranches of collateralized funds of hedge fund obligations: An approach based on stochastic time change and Esscher-transformed martingale measure

Tassinari, Gian Luca; Corradi, Corrado - In: Quantitative Finance 13 (2013) 12, pp. 1991-2010

Collateralized Funds of Hedge Fund Obligations (CFOs) are relatively recent structured finance products linked to the performance of underlying funds of hedge funds. The capital structure of a CFO is similar to traditional Collateralized Debt Obligations (CDOs), meaning that investors are...

Persistent link: https://www.econbiz.de/10010751525