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Ametrano, Ferdinando's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,637 |
Total
Citations
4 |
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1.
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Ametrano, Ferdinando
Banca IMI - Financial Engineering Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
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2,355
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market model, calibration, Bermudan swaptions
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2.
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Ametrano, Ferdinando
Banca IMI - Financial Engineering Bianchetti, Marco
Intesa Sanpaolo - Market Risk Management
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18 Feb 13
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Last Revised:
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03 Apr 13
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282
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crisis, crunch, liquidity, funding, credit, counterparty risk, collateral, CSA, Libor, Euribor, Eonia, yield curve, discount curve, bootstrapping, no-arbitrage, pricing, hedging, derivatives, Deposit, FRA, Future, Swap, IRS, OIS, Basis Swap, turn of year, spline, Greeks, sensitivity, QuantLib
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3.
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Ametrano, Ferdinando
Banca IMI - Financial Engineering Bianchetti, Marco
Intesa Sanpaolo - Market Risk Management
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02 Apr 09
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Last Revised:
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15 May 10
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Liquidity crisis, credit crunch, interest rates, yield curve, forward curve, discount curve, bootstrapping, pricing, hedging, interest rate derivatives, Deposit, FRA, Futures, Swap, Basis Swap, turn of year, spline, QuantLib
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Records 1 -
3
of 3 matches
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