Fulvia Fringuellotti

University of Zurich - Department of Banking and Finance

PhD Student

Sch├Ânberggasse 1

Z├╝rich, 8001

Switzerland

Swiss Finance Institute, Students

c/o University of Geneva

42, Bd du Pont d'Arve

Geneva, CH-1211

Switzerland

SCHOLARLY PAPERS

4

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255

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Scholarly Papers (4)

1.

A Generalized Bachelier Formula for Pricing Basket and Spread Options

Number of pages: 19 Posted: 04 Dec 2015
Fulvia Fringuellotti and Ciprian Necula
University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 187 (161,570)
Citation 1

Abstract:

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Basket options, Spread options, Option pricing, Gauss-Hermite series expansion

2.

Fixed Rate Versus Adjustable Rate Mortgages: Evidence from Euro Area Banks

Bank of Italy Temi di Discussione (Working Paper) No. 1176
Number of pages: 75 Posted: 12 Jul 2018 Last Revised: 17 Aug 2019
Ugo Albertazzi, Fulvia Fringuellotti and Steven Ongena
ECB -DG Monetary Policy, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 53 (378,584)
Citation 20

Abstract:

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mortgages, financial duration, cross-border banks

3.

Credit and Income Inequality

Number of pages: 52 Posted: 10 Jun 2019
Manthos D. Delis, Fulvia Fringuellotti and Steven Ongena
Montpellier Business School, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 15 (551,690)

Abstract:

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Credit Constraints; Income; Business Loans; Income Inequality; Regression Discontinuity Design

4.

Credit and Income

CEPR Discussion Paper No. DP13468
Number of pages: 49 Posted: 23 Jan 2019
Manthos D. Delis, Fulvia Fringuellotti and Steven Ongena
Montpellier Business School, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 0 (670,106)
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Abstract:

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Business loans, credit constraints, Income, Income inequality, regression discontinuity design