TASSINARI, Gian Luca
 Distribuzione geografica
Continente #
NA - Nord America 106
AS - Asia 96
EU - Europa 37
SA - Sud America 19
AF - Africa 4
Totale 262
Nazione #
US - Stati Uniti d'America 95
SG - Singapore 42
CN - Cina 17
VN - Vietnam 17
BR - Brasile 12
IT - Italia 9
MX - Messico 7
BD - Bangladesh 6
GB - Regno Unito 6
CA - Canada 4
FR - Francia 4
JP - Giappone 4
PL - Polonia 4
SE - Svezia 4
HK - Hong Kong 3
LT - Lituania 3
AR - Argentina 2
CL - Cile 2
ES - Italia 2
IN - India 2
NL - Olanda 2
RU - Federazione Russa 2
ZA - Sudafrica 2
AM - Armenia 1
BW - Botswana 1
EC - Ecuador 1
ID - Indonesia 1
IR - Iran 1
MA - Marocco 1
RO - Romania 1
TR - Turchia 1
UY - Uruguay 1
UZ - Uzbekistan 1
VE - Venezuela 1
Totale 262
Città #
Singapore 40
Ashburn 15
Los Angeles 14
Buffalo 11
Ho Chi Minh City 11
Beijing 6
Atlanta 4
Boston 4
Hanoi 4
New York 4
Orem 4
Poplar 4
Stockholm 4
Tokyo 4
Warsaw 4
Hong Kong 3
Mexico City 3
Amsterdam 2
Cavalese 2
Chennai 2
Dallas 2
Houston 2
Manchester 2
Montreal 2
Santa Clara 2
Shanghai 2
Ankara 1
Anápolis 1
Brooklyn 1
Bucharest 1
Calgary 1
Capitólio 1
Caracas 1
Chernogorsk 1
Dhaka 1
Divinópolis 1
Durban 1
Florence 1
Florianópolis 1
Gaborone 1
Guaraciaba 1
Haiphong 1
Irapuato 1
Jackson 1
Jizzakh 1
Johannesburg 1
Juneau 1
Las Condes 1
León 1
Mendoza 1
Mexicali 1
Milwaukee 1
Minneapolis 1
Nova Petrópolis 1
Nova Serrana 1
Ombúes de Lavalle 1
Paris 1
Partido de General Alvarado 1
Pentecoste 1
Phoenix 1
Querétaro 1
Quito 1
Quảng Nam Province 1
Recoleta 1
Redondo Beach 1
Shushary 1
São Bernardo do Campo 1
São Paulo 1
Tangier 1
Tehran 1
Topeka 1
Toronto 1
Vinhedo 1
Volta Redonda 1
Yerevan 1
Totale 206
Nome #
Valuation of collateralized funds of hedge fund obligations: A basket option pricing approach 28
Attenzione alla Responsabilità Sociale di Impresa 24
RIDING with the FOUR HORSEMEN and the MULTIVARIATE NORMAL TEMPERED STABLE MODEL 23
Forward-looking portfolio selection with multivariate non-Gaussian models 23
Calibrating the smile with multivariate time-changed brownian motion and the esscher transform 22
Catastrophic risks and the pricing of catastrophe equity put options 21
Handbook of heavy-tailed distributions in asset management and risk management 21
La sensibilità azionaria alle variazioni dei tassi di interesse: un tentativo di stima della Duration Equity dell'indice di mercato italiano 20
Fat and Heavy Tails in Asset Management 19
Extracting implied volatilities from bank bonds 18
A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance 17
Measuring Market Risk in Asset Management 14
Estimation for multivariate normal rapidly decreasing tempered stable distributions 13
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 13
Totale 276
Categoria #
all - tutte 751
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 751


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2025/2026276 0 0 0 111 108 57 0 0 0 0 0 0
Totale 276