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Seminar papers and events documents 2001

Author Title File
R. Tompkins, Technische Universität Vienna Pricing, No-Arbitrage Bounds and Robust Hedging of Installment Options
November 2000
F. Mercurio, Banca IMI, Milano Fitting Volatility Smiles and Skews with Analtycal Stock-Price Models
Mai 2000
R. Faff, RMIT University, Melbourne The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study
Mai 2000
Aditya Kaul, University of Alberta, Canada "In Search for International Integration: An Examination of Intraday Northamerica Trading of Canadian Dually Listed Stocks"
Mai 2000
S. Paleari, Politecnico di Milano, Milan Underpricing and Money 'Left on the Table' in Italian IPOs
April 2000
  Table 64KB
S. Merino, Risk Management Winterthur Insurance, Credit Suisse Group, Zurich Measuring Counterparty Credit Risk from Reinsurance
April 2000
C. Gourieroux, CREST and CEPREMAP, Paris Senstitivity Analysis of Values at Risk
March 2000
Forthcoming in the Journal of Empirical Finance
G. Urga, City University, London A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies
February 2000
Forthcoming in the Journal of Business and Economic Statistics