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Cutting the hedge

Barone-Adesi, Giovanni; Elliott, Robert J. - In: Computational economics 29 (2007) 2, pp. 151-158

Persistent link: https://www.econbiz.de/10007614490

I derivati finanziari : profili economici, giuridici e finanziari

Riolo, Franco (contributor); … - 1993 - 1. ed, 1. ristampa

Persistent link: https://www.econbiz.de/10004568968

Market Models and Heteroscedasticity of Residual Security Returns.

Barone-Adesi, Giovanni; Talwar, Prem P - In: Journal of Business & Economic Statistics 1 (1983) 2, pp. 163-68

Persistent link: https://www.econbiz.de/10005532293

Cutting the hedge

Barone-Adesi, Giovanni; Elliott, Robert - In: Computational Economics 29 (2007) 2, pp. 151-158

Persistent link: https://www.econbiz.de/10005542312

The valuation of American call options and the expected ex-dividend stock price decline

Barone-Adesi, Giovanni; Whaley, Robert E. - In: Journal of Financial Economics 17 (1986) 1, pp. 91-111

Persistent link: https://www.econbiz.de/10005376680

Non parametric VaR Techniques. Myths and Realities

Barone-Adesi, Giovanni; Giannopoulos, Kostas - In: Economic Notes 30 (2001) 2, pp. 167-181

type="main" xml:lang="en" <p>VaR (value-at-risk) estimates are currently based on two main techniques: the variance-covariance approach or simulation. Statistical and computational problems affect the reliability of these techniques. We illustrate a new technique – filtered historical simulation...</p>

Persistent link: https://www.econbiz.de/10011033595

Managing Electricity Risk

Barone-Adesi, Giovanni; Gigli, Andrea - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 2, pp. 283

Persistent link: https://www.econbiz.de/10006027111

PROCEEDINGS OF THE INTERNATIONAL CONFERENCE 'MANAGING CREDIT AND MARKET RISK. NEW TECHNIQUES FOR NEW SOURCES OF RISK' - Non-parametric VaR Techniques. Myths and Realities

Barone-Adesi, Giovanni; Giannopoulos, Kostas - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 167-182

Persistent link: https://www.econbiz.de/10006038519

Pricing Bonds and Bond Options with Default Risk

Barone, Emilio; Barone-Adesi, Giovanni; Castagna, Antonio - In: European financial management : the journal of the … 4 (1998) 2, pp. 231-282

Persistent link: https://www.econbiz.de/10005971500

Pricing Bonds and Bond Options with Default Risk

Barone, Emilio; Barone-Adesi, Giovanni; Castagna, Antonio - In: European financial management : the journal of the … 4 (1998) 2, pp. 231-282

Persistent link: https://www.econbiz.de/10005971509