Skip to content

Marcello Minenna

  • About me
  • Publications
    • Op-Eds
    • Books & Papers
  • Institutional Activities
  • Media
    • Press
    • Interviews
    • Photogallery
  • Conferences
  • Lectures and Seminars
  • Italiano

Papers & Books »

A Quantitative Risk-Based Approach to the Transparency on Non-Equity Investment Products

4 May 2009 admindev

4th May 2009

Read the paper

A quantitative risk-based approach to the transparency on non-equity investment products

30 April 2009 admindev

30th April 2009

Read the extended abstract

Read the Quaderno di Finanza n. 63

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

15 October 2008 admindev

October 2008

Read the paper

Option Pricing via quadrature

20 February 2008 admindev

20th February 2008

Browse the book: Table of Contents

                               § 1.

                               § 4.

Fast Option Pricing Using Non Uniform Discrete Fourier Transform on Gaussian Discretization Grids

28 November 2007 admindev

28th November 2007

Read the paper

A Guide to Quantitative Finance

1 September 2006 admindev

1st September 2006

Browse the book: Table of Contents

                               § 10.8.2.4.

                               § 15.2.7.3.2.

La reazione del mercato borsistico Italiano ad annunci relativi a patti parasociali

1 June 2006 admindev

1st June 2006

Read the paper

Impact of the Announcement of Shareholders’ Agreements on the Italian stock market

1 June 2006 Marcello Minenna

1st June 2006

Read the paper

Detecting Market Abuse

15 October 2004 admindev

October 2004

Read the article

The Detection of Market Abuse on Financial Markets: A Quantitative Approach

15 May 2003 admindev

May 2003

Read the Quaderno di Finanza n. 54

Post navigation

Older posts
Newer posts
  • Italiano

Search

Archives

Categories

DISCLAIMER

All opinions are my own. Reposting does not imply endorsement. Logos’ use in this web site is intended merely for content graphic description purposes.

Cookie & Privacy Policy © Marcello Minenna 2023
Manage Cookie Consent
To provide you with the best experiences, we use technologies such as cookies to store and/or access device information. Consent to these technologies will allow us to process data such as browsing behavior or unique IDs on this site. Not consenting or withdrawing consent may negatively affect some features and functions.

Please check our: Cookie & Privacy Policy
Functional Always active
Technical storage or access is strictly necessary for the legitimate purpose of enabling the use of a specific service explicitly requested by the subscriber or user, or for the sole purpose of carrying out the transmission of a communication over an electronic communications network .
Preferences
Technical storage or access is required for the legitimate purpose of storing preferences that are not required by the subscriber or user.
Statistics
Technical storage or access that is used solely for statistical purposes. Technical storage or access that is used solely for anonymous statistical purposes. Without a subpoena, voluntary compliance by your Internet Service Provider, or further logging by a third party, the information stored or retrieved for this purpose alone usually cannot be used for identification.
Marketing
The technical storage or access is necessary to create user profiles to send advertising, or to track the user on a website or across different websites for similar marketing purposes.
Manage options Manage services Manage {vendor_count} vendors Read more about these purposes
Preferences
{title} {title} {title}