Francesca Di Girolamo

Joint Research Centre, Italy

Via E. Fermi 1

I-21020 Ispra (VA)

United States

SCHOLARLY PAPERS

2

DOWNLOADS

754

CITATIONS

2

Scholarly Papers (2)

1.

Contingent Conversion Convertible Bond: New Avenue to Raise Bank Capital

Number of pages: 22 Posted: 05 Jan 2013
Joint Research Centre, Italy, Europoean Commission - Joint Reserach Centre, RiskConcile and KU Leuven - Department of Mathematics
Downloads 725 (33,563)
Citation 2

Abstract:

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G13, G18, G21, C15

2.

Sense and Sensitivity: An Input Space Odyssey for ABS Ratings

Number of pages: 36 Posted: 13 Dec 2012
Francesca Di Girolamo, Henrik Jonsson, Francesca Campolongo and Wim Schoutens
Joint Research Centre, Italy, European Commission - Joint Research Centre, Europoean Commission - Joint Reserach Centre and KU Leuven - Department of Mathematics
Downloads 29 (466,369)

Abstract:

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G21, G13, C15, C00