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References | Request Permissions | Related Articles buy now : Inflation breakeven in the Jarrow and Yildirim model and resulting pricing formulas Alessandro Cipollini; Paul Canty
In this paper we present a Markov-Functional hybrid interest rate/foreign exchange model that allows calibration to given market volatility surfaces in both dimensions ...
Alessandro: Cipollini: Nazzareno: CITERONI : ANDREA : COCCIA : VALERIA MARINA : Collalto: Alessandra: Colonna: Enzo: Convertino: Giuseppe: CORRADI: ALFREDO: Cristofanetti: Luca
References | Request Permissions | Related Articles buy now : Inflation breakeven in the Jarrow and Yildirim model and resulting pricing formulas Alessandro Cipollini; Paul ...
In this paper we present a Markov-Functional hybrid interest rate/foreign exchange model that allows calibration to given market volatility surfaces in both dimensions ...
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by APL CipolliniAlessandro Cipollini. UBS Alternative Investments SGR (Italia). Via della Spiga 30 – 20121 Milano ... [email protected]. Antonio Manzini ...
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Alessandro CIPOLLINI, Deutsche Bank AG (London) and University of Milan Dept. Of Mathematics. "Credit Risk and Optimal Investment" ...
We have found 2 people in the UK with the name Alessandro Cipollini. Click here to find personal data about Alessandro Cipollini including phone numbers, ...
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Saint George Capital Management (Investment Banking industry): Fixed Income Trader, (February 2009-August 2009) Relative value / macro
Deutsche Bank (...