Paolo Verzella

The Italian Securities and Exchange Commission (CONSOB)

Analyst

United States

SCHOLARLY PAPERS

2

DOWNLOADS

152

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A Quantitative Risk-Based Approach to the Transparency on Non-Equity Investment Products

Quaderni di Finanza, CONSOB, 2009
Number of pages: 66 Posted: 11 Jul 2011
The Italian Securities and Exchange Commission (CONSOB), The Italian Securities and Exchange Commission, CONSOB (Commissione Nazionale per le Società e la Borsa), The Italian Securities and Exchange Commission (CONSOB) and The Italian Securities and Exchange Commission (CONSOB)
Downloads 106 (256,603)
Citation 1

Abstract:

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Transparency, risk, return, investment time horizon, unbundling, risk-free asset, benchmark, prospectus, product information sheet, volatility, GARCH, probability scenarios, key information document, first passage times, pricing, fair value, mark-up, mispricing, risk-neutral measure, migration

2.

Fast Option Pricing Using Non Uniform Discrete Fourier Transform on Gaussian Discretization Grids

Number of pages: 21 Posted: 25 Jul 2015
Marcello Minenna and Paolo Verzella
The Italian Securities and Exchange Commission (CONSOB) and The Italian Securities and Exchange Commission (CONSOB)
Downloads 46 (405,190)

Abstract:

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