TASSINARI, Gian Luca
TASSINARI, Gian Luca
Dipartimento di Scienze Economiche e Aziendali
A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance
2022-01-01 Bianchi, M. L.; Hitaj, A.; Tassinari, G. L.
Attenzione alla Responsabilità Sociale di Impresa
2024-01-01 Carosi, Andrea; Mengoli, Stefano; Tassinari, Gian Luca
Calibrating the smile with multivariate time-changed brownian motion and the esscher transform
2014-01-01 Tassinari, G. L.; Bianchi, M. L.
Catastrophic risks and the pricing of catastrophe equity put options
2021-01-01 Arnone, M.; Bianchi, M. L.; Quaranta, A. G.; Tassinari, G. L.
Estimation for multivariate normal rapidly decreasing tempered stable distributions
2023-01-01 Bianchi, Ml; Tassinari, Gl
Extracting implied volatilities from bank bonds
2023-01-01 Bianchi, M. L.; Tassinari, G. L.
Fat and Heavy Tails in Asset Management
2023-01-01 Bianchi, M. L.; Tassinari, G. L.; Fabozzi, F. J.
Forward-looking portfolio selection with multivariate non-Gaussian models
2020-01-01 Bianchi, M. L.; Tassinari, G. L.
Handbook of heavy-tailed distributions in asset management and risk management
2019-01-01 Bianchi, M. L.; Stoyanov, S. V.; Tassinari, G. L.; Fabozzi, F. J.; Focardi, S. M.
La sensibilità azionaria alle variazioni dei tassi di interesse: un tentativo di stima della Duration Equity dell'indice di mercato italiano
2005-01-01 Mengoli, Stefano; Spisni, Massimo; Tassinari, G.
Measuring Market Risk in Asset Management
2024-01-01 Tassinari, Gian Luca; Bianchi, Michele Leonardo; Fabozzi, Frank J.
RIDING with the FOUR HORSEMEN and the MULTIVARIATE NORMAL TEMPERED STABLE MODEL
2016-01-01 Bianchi, M. L.; Tassinari, G. L.; Fabozzi, F. J.
tassinari g l, corradi c (2013). Pricing equity and debt tranches of collateralized funds of hedge fund obligations: An approach based on stochastic time change and Esscher-transformed martingale measure. QUANTITATIVE FINANCE, vol. 13, p. 1991-2010, ISSN: 1469-7696
2013-01-01 Tassinari, Gian Luca; Corradi, Corrado
Valuation of collateralized funds of hedge fund obligations: A basket option pricing approach
2014-01-01 Tassinari, G. L.; Corradi, C.