Viale Romania, 32
Luiss - Guido Carli (Dpt. of Economics and Finance)
in Total Papers Downloads
in Total Papers Citations
Floaters, options on floaters, special repo rates, interest-rate models
Treasury Inflation-Protected Securities, Cox-Ingersoll-Ross model, Siegel's paradox
Capital Requirements, Capital Adequacy, Risk Management
put-call parity, forwards, box spreads, strangles, interest-rate swaps, collars, caps, floors, flat volatility, spot volatility
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