61![](https://www.pdfsearch.io/img/eab0fa3527ae6c12c907d4e2fce713d8.jpg) | Add to Reading ListSource URL: media.wiley.comLanguage: English - Date: 2014-04-14 07:16:10
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62![](https://www.pdfsearch.io/img/f063f77fbb5c4d7ae6fa7ca4a30cc1c9.jpg) | Add to Reading ListSource URL: media.wiley.comLanguage: English - Date: 2014-04-14 07:16:10
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63![PRICING EQUITY DEFAULT SWAPS CLAUDIO ALBANESE AND OLIVER CHEN Abstract. Pricing credit-equity hybrids is a challenging task as the established pricing methodologies for equity options and credit derivatives are quite dif PRICING EQUITY DEFAULT SWAPS CLAUDIO ALBANESE AND OLIVER CHEN Abstract. Pricing credit-equity hybrids is a challenging task as the established pricing methodologies for equity options and credit derivatives are quite dif](https://www.pdfsearch.io/img/a2ce9e74d7b5d164b301398d7a687b67.jpg) | Add to Reading ListSource URL: www.albanese.co.ukLanguage: English - Date: 2014-03-17 15:14:19
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64![A stochastic volatility model for callable CMS swaps and translation invariant path dependent derivatives Claudio Albanesey Manlio Trovatoz A stochastic volatility model for callable CMS swaps and translation invariant path dependent derivatives Claudio Albanesey Manlio Trovatoz](https://www.pdfsearch.io/img/07bbb526c19d6d0645428023d3036f67.jpg) | Add to Reading ListSource URL: www.albanese.co.ukLanguage: English - Date: 2014-03-17 15:14:25
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65![A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOS CLAUDIO ALBANESE AND ALICIA VIDLER Abstract. We present a new structural model for single name equity and credit derivatives which we also correlate acros A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOS CLAUDIO ALBANESE AND ALICIA VIDLER Abstract. We present a new structural model for single name equity and credit derivatives which we also correlate acros](https://www.pdfsearch.io/img/d99f5dd36959a40802cfe99d5b57391a.jpg) | Add to Reading ListSource URL: www.albanese.co.ukLanguage: English - Date: 2014-03-17 15:14:17
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66![A stochastic monetary policy interest rate model Claudio Albanese Manlio Trovato [removed] A stochastic monetary policy interest rate model Claudio Albanese Manlio Trovato [removed]](https://www.pdfsearch.io/img/c2e9e8b04b90a373fb1f11935cd53a29.jpg) | Add to Reading ListSource URL: www.albanese.co.ukLanguage: English - Date: 2014-03-17 15:14:23
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67![A STOCHASTIC VOLATILITY MODEL FOR RISK-REVERSALS IN FOREIGN EXCHANGE ´ CLAUDIO ALBANESE AND ALEKSANDAR MIJATOVIC Abstract. It is a widely recognised fact that risk-reversals play a central role in pricing of derivatives A STOCHASTIC VOLATILITY MODEL FOR RISK-REVERSALS IN FOREIGN EXCHANGE ´ CLAUDIO ALBANESE AND ALEKSANDAR MIJATOVIC Abstract. It is a widely recognised fact that risk-reversals play a central role in pricing of derivatives](https://www.pdfsearch.io/img/4aff1f5ad4960b8d46c51eb496d0b659.jpg) | Add to Reading ListSource URL: www.albanese.co.ukLanguage: English - Date: 2014-03-17 15:14:20
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68![DISCRETIZATION SCHEMES FOR SUBORDINATED PROCESSES CLAUDIO ALBANESE AND ALEXEY KUZNETSOV A BSTRACT. We introduce a new class of continuous time lattices which are suitable for local Levy and stochastic volatility processe DISCRETIZATION SCHEMES FOR SUBORDINATED PROCESSES CLAUDIO ALBANESE AND ALEXEY KUZNETSOV A BSTRACT. We introduce a new class of continuous time lattices which are suitable for local Levy and stochastic volatility processe](https://www.pdfsearch.io/img/f6470c91e82bbc20e8512ee06533dc93.jpg) | Add to Reading ListSource URL: www.albanese.co.ukLanguage: English - Date: 2014-03-17 15:14:24
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69![Monetary Policy Risk and CMS Spreads Claudio Albanese † Manlio Trovato Monetary Policy Risk and CMS Spreads Claudio Albanese † Manlio Trovato](https://www.pdfsearch.io/img/d1b2bdb20a268b6b92b84c48dcc778db.jpg) | Add to Reading ListSource URL: www.albanese.co.ukLanguage: English - Date: 2014-03-17 15:14:23
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70![A STOCHASTIC VOLATILITY MODEL FOR BERMUDA SWAPTIONS AND CALLABLE CMS SWAPS CLAUDIO ALBANESE AND MANLIO TROVATO Abstract. It is widely recognized that fixed income exotics should be priced by means of a stochastic volatil A STOCHASTIC VOLATILITY MODEL FOR BERMUDA SWAPTIONS AND CALLABLE CMS SWAPS CLAUDIO ALBANESE AND MANLIO TROVATO Abstract. It is widely recognized that fixed income exotics should be priced by means of a stochastic volatil](https://www.pdfsearch.io/img/41bd3c38003e4fc75b36a069cc4b3cdf.jpg) | Add to Reading ListSource URL: www.albanese.co.ukLanguage: English - Date: 2014-03-17 15:14:17
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