海量图书期刊资源,随时随地畅享阅读乐趣
Understanding and Managing Model Risk (A Practical Guide for Quants, Traders and Validators) || Understanding Model RiskMorini, Massimo · 2011
Understanding and Managing Model Risk (A Practical Guide for Quants, Traders and Validators) || Model ArbitrageMorini, Massimo · 2011
Understanding and Managing Model Risk (A Practical Guide for Quants, Traders and Validators) ||Morini, Massimo · 2011
Understanding and Managing Model Risk (A Practical Guide for Quants, Traders and Validators) || BibliographyMorini, Massimo · 2011
Understanding and Managing Model Risk (A Practical Guide for Quants, Traders and Validators) || IndexMorini, Massimo · 2011
Understanding and Managing Model Risk (A Practical Guide for Quants, Traders and Validators) || AppendixMorini, Massimo · 2011
Understanding and Managing Model Risk (A Practical Guide for Quants, Traders and Validators) || HedgingMorini, Massimo · 2011
Understanding and Managing Model Risk (A Practical Guide for Quants, Traders and Validators) || ApproximationsMorini, Massimo · 2011
Hedging efficiently under correlationDaluiso, Roberto; Morini, Massimo · Quantitative Finance · 2017
Derivatives Hedging, Capital and LeveragePrampolini, Andrea; Morini, Massimo · SSRN Electronic Journal · 2017
Solving the Puzzle in the Interest Rate MarketMorini, Massimo · SSRN Electronic Journal · 2009
The LIBOR model dynamics: Approximations, calibration and diagnosticsDamiano Brigo; Fabio Mercurio; Massimo Morini · 2005
Interest Rate Modelling in the Multi-curve FrameworkMorini, Massimo · Quantitative Finance · 2016
Risky Funding: A Unified Framework for Counterparty and Liquidity ChargesMorini, Massimo; Prampolini, Andrea · SSRN Electronic Journal · 2010
A Note on Hedging with Local and Stochastic Volatility ModelsMercurio, Fabio; Morini, Massimo · SSRN Electronic Journal · 2008
Impact of the First to Default Time on Bilateral CVABrigo, Damiano; Buescu, Cristin; Morini, Massimo · SSRN Electronic Journal · 2011