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Marcello Minenna

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Author: admindev

Volatility metrics to assess relative risk in the quantitative portfolio management of mutual funds

6 November 2008 admindev

6th November 2008

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Advanced Solutions in Semianalytical Option Pricing

15 October 2008 admindev

15th October 2008

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A revisited and stable Fourier transform method for affine jump diffusion models

15 October 2008 admindev

October 2008

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Advanced Solutions in Semianalytical Option Pricing

12 October 2008 admindev

12th October 2008

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Interim Research Report on KII Disclosures for UCITS Products

10 October 2008 admindev

10th October 2008

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Fractional vs Non Uniform Discrete Fourier Transform

3 October 2008 admindev

3rd October 2008

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An application of the Garch Diffusive Approach to the development of Volatility Measures on the Risk profile of Mutual Funds

2 October 2008 admindev

2nd October 2008

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Course – Topics in Quantitative Finance

15 September 2008 admindev

Accademic Year 2008/2009

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Fast Option Pricing using Non Uniform Discrete Fourier Transform

16 July 2008 admindev

16th July 2008

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Semi-analytical Fast Option Pricing for General Models

23 April 2008 admindev

23rd April 2008

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