Via Cintia, Monte S. Angelo
University of Naples Federico II - Faculty of Economics
Cox Ingersoll and Ross, Black Derman and Toy, Libor Market Model, Lognormal Forward-Libor Model, Cap, Interest Rate Risk
Cox Ingersoll and Ross, Black Derman and Toy, Libor Market Model, Lognormal Forward-Libor Model, cap, interest rate risk
Two tier board, One tier board, bank governance, bank performance, F.F. Three factor model
option pricing, stochastic short rate model, binomial tree
covered warrant, mispricing, participation cost, market power.
Participating Policies, Pension Annuities, Stochastic Interest Rates, Operating Income
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.234 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you