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Arbitrage Models of Commodity Prices by Andrea Roncoroni :: SSRN

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We review major frameworks for modelling commodity prices.

Andrea Roncoroni | PDF | Option (Finance) | Volatility (Finance)

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Andrea Roncoroni - Free download as PDF File (.pdf), Text File (.txt) or view presentation slides online. u.

Static Mitigation of Volumetric Risk by Rachid Id Brik, Andrea...

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We consider the problem of designing a financial instrument aimed at mitigating the joint exposure of energy-linked commitments to random price and volume deliv

Flexible-Rate Mortgages by Andrea Roncoroni, Alessandro Moro :: SSRN

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We propose a model for the endogenous determination of an optimal refinancing policy for mortgage loans under limited refinancing opportunities. Transaction cos

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Dokumente zum Namen Andrea Roncoroni

Arbitrage Models of Commodity Prices by Andrea Roncoroni :: SSRN

Andrea Roncoroni | PDF | Option (Finance) | Volatility (Finance)

Static Mitigation of Volumetric Risk by Rachid Id Brik, Andrea...

Flexible-Rate Mortgages by Andrea Roncoroni, Alessandro Moro :: SSRN