Artificial markets modeling : methods and applications

Veröffentlicht 2007

Artificial markets modeling : methods and applications

Veröffentlicht 2007

A stochastic programming model for the optimal issuance of government bonds

von Consiglio, Andrea
Veröffentlicht in Annals of operations research (2012)

Simulating term structure of interest rates with arbitrary marginals

von Consiglio, Andrea
Veröffentlicht in International journal of risk assessment and management (2011)

How does learning affect market liquidity? : a simulation analysis of a double-auction financial market with portfolio traders

von Consiglio, Andrea
Veröffentlicht in Journal of economic dynamics & control (2007)

Model error in enterprise-wide risk management: insurance policies with guarantees

von Consiglio, Andrea
Veröffentlicht in Advances in operational risk (2003)

Evaluation of insurance products with guarantee in incomplete markets

von Consiglio, Andrea
Veröffentlicht in Insurance / Mathematics & economics (2008)

Pricing and hedging GDP-linked bonds in incomplete markets

von Consiglio, Andrea
Veröffentlicht in Journal of economic dynamics & control (2018)

Pricing the option to surrender in incomplete markets

von Consiglio, Andrea
Veröffentlicht in The journal of risk and insurance (2010)

A model for designing callable bonds and its solution using tabu search

von Consiglio, Andrea
Veröffentlicht in Journal of economic dynamics & control (1997)

Risk profiles for re-profiling sovereign debt

von Consiglio, Andrea
Veröffentlicht in Journal of risk finance (2015)

Breakup and default risks in the great lockdown

von Bonaccolto, Giovanni
Veröffentlicht in Journal of banking & finance (2023)

The dynamics of quote prices in an artificial financial market with learning effects

von Consiglio, Andrea
Veröffentlicht in Advances in artificial economics (2006)

Learning and the price dynamics of a double-auction financial market with portfolio traders

von Consiglio, Andrea
Veröffentlicht in Artificial economics (2006)

Asset and liability modelling for participating policies with guarantees

von Consiglio, Andrea
Veröffentlicht in European journal of operational research (2008)

Designing and pricing guarantee options in defined contribution pension plans

von Consiglio, Andrea
Veröffentlicht in Insurance / Mathematics & economics (2015)

The prometeia model for managing insurance policies with guarantees

von Consiglio, Andrea
Veröffentlicht in Handbook of asset and liability management ; Vol. 2: Applications and case studies (2007)

Pricing sovereign contingent convertible debt

von Consiglio, Andrea
Veröffentlicht in International journal of theoretical and applied finance (2018)

The value of integrative risk management for insurance products with guarantees

von Consiglio, Andrea
Veröffentlicht in Financial engineering, E-commerce and supply chain (2002)

An innovative mono-fastener anchor plate for applications in seismic zones

von Muciaccia, Giovanni
Veröffentlicht in Congresso de Construção Metálica e Mista (11. : 2017 : Coimbra) Atas do XI Congresso de Construção Metálica e Mista (2017)