Andrea Macrina - Veröffentlichungen allgemein

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kier discussion paper series - Core

core.ac.uk

“Securities Pricing with. Information-Sensitive Discounting”. Andrea Macrina and Priyanka A. Parbhoo. January KYOTO UNIVERSITY.

EconPapers: Continuous equilibrium in affine and information-based...

econpapers.repec.org

Ulrich Horst, Michael Kupper (-berlin.de), Andrea Macrina (.uk) and Christoph Mainberger (-berlin.de).

Beyond Hazard Rates: A New Framework for Credit-Risk Modelling |...

link.springer.com

A new approach to credit risk modelling is introduced that avoids the use of inaccessible stopping times. Default events are associated directly with the...

Heat Kernel Framework for Asset Pricing in Finite Time : Andrea...

archive.org

A heat kernel approach is proposed for the development of a general, flexible, and mathematically tractable asset pricing framework in finite time. The...

Continuous Equilibrium under Base Preferences and Attainable Initial...

edoc.hu-berlin.de

edoc-Server der Humboldt-Universität zu Berlin Autor(en) Titel Ulrich Horst; Michael Kupper; Andrea Macrina; Christoph Mainberger Continuous Equilibrium under Base Preferences and Attainable ...

DEM - Audubon Park County Committee Woman - Camden ...www.camdencounty.com › elections › primary2017

www.camdencounty.com

Andrea MACRINA, 836, %. Denise SAUTER ... DEM - Berlin Boro County Committee Woman ... DEM - Berlin Twp County Committee Man.

Credit Risk, Market Sentiment and Randomly-Timed Default |...

link.springer.com

We propose a model for the credit markets in which the random default times of bonds are assumed to be given as functions of one or more independent “market...

Randomised Mixture Models for Pricing Kernels | SpringerLink

link.springer.com

Numerous kinds of uncertainties may affect an economy, e.g. economic, political, and environmental ones. We model the aggregate impact by the uncertainties

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Veröffentlichungen allgemein Andrea MacRina