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Pacati, Claudio's
Scholarly Papers
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Total Downloads
2,310 |
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Marmi, Stefano Scuola Normale Superiore Pacati, Claudio University of Siena - Department of Economics and Statistics Risso, Wiston Adrián University of Siena - Department of Economics Renò, Roberto University of Siena - Department of Economics
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22 Sep 09
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Last Revised:
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11 Jul 12
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1,977
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market efficiency, portfolio selection, bootstrap
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Pacati, Claudio University of Siena - Department of Economics and Statistics
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Constant maturity bond, term structure derivatives, interest rate swap, Cox, Ingersoll, and Ross model
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Pacati, Claudio University of Siena - Department of Economics and Statistics
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Term structure of interest rates, taxation effects, Cox, Ingersoll, Ross model
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