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Dall'O, Hakim's
Scholarly Papers
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Total Downloads
829 |
Total
Citations
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1.
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Is the Price Kernel Monotone?
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Barone-Adesi, Giovanni Swiss Finance Institute at the University of Lugano Dall'O, Hakim Swiss Finance Institute at the University of Lugano
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Posted:
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21 Jan 10
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Last Revised:
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07 May 10
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286
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Barone-Adesi, Giovanni Swiss Finance Institute at the University of Lugano Dall'O, Hakim Swiss Finance Institute at the University of Lugano
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24 Jan 10
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Last Revised:
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07 May 10
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228
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Pricing kernel, State price density per unit probability, Risk neutral, Historical distribution.
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Barone-Adesi, Giovanni Swiss Finance Institute at the University of Lugano Dall'O, Hakim Swiss Finance Institute at the University of Lugano
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58
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Pricing kernel, State price density per unit probability
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2.
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Carcano, Nicola University of Lugano Dall'O, Hakim Swiss Finance Institute at the University of Lugano
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283
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1
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Yield Curve Risk, Interest Rate Risk, Immunization, Hedging.
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Barone-Adesi, Giovanni Swiss Finance Institute at the University of Lugano Carcano, Nicola University of Lugano Dall'O, Hakim Swiss Finance Institute at the University of Lugano
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260
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hedging, corporate bonds, model errors
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