Numerical Methods for Finance - Google Books
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Featuring international contributors from both industry and academia, Numerical Methods for Finance explores new and relevant numerical methods for the...
Spectral Measures of Risk - Acerbi Wiley Online Library
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von C Acerbi · · Zitiert von: 3 — Encyclopedia of Quantitative Finance. Full Access. Spectral Measures of Risk. Carlo Acerbi,. Carlo Acerbi. Abaxbank, Corso Monforte, Milan ... von C Acerbi · · Zitiert von: 3 — Encyclopedia of Quantitative Finance. Full Access. Spectral Measures of Risk. Carlo Acerbi,. Carlo Acerbi. Abaxbank, Corso Monforte, Milan ...
Risk-Sensitive Online Algorithms (Extended Abstract)Proceedings of Machine Learning Research
proceedings.mlr.press
von N Christianson · — Carlo Acerbi and Dirk Tasche. On the coherence of expected shortfall. Journal of Banking & Finance, 26. (7):1487–1503, July ISSN doi ... von N Christianson · — Carlo Acerbi and Dirk Tasche. On the coherence of expected shortfall. Journal of Banking & Finance, 26. (7):1487–1503, July ISSN doi ...
On the coherence of expected shortfallScienceDirect.com
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von C Acerbi · · Zitiert von: — ... Journal of Banking & Finance. On the coherence of expected shortfall☆. Author links open overlay panel. Carlo Acerbi a , Dirk Tasche b. Show more. Add to ... von C Acerbi · · Zitiert von: — ... Journal of Banking & Finance. On the coherence of expected shortfall☆. Author links open overlay panel. Carlo Acerbi a , Dirk Tasche b. Show more. Add to ...
Carlo Acerbiwww.old.uni-corvinus.hu › id=carl...
www.old.uni-corvinus.hu
Carlo Acerbi. received a PhD in Theoretical Physics from the International School for Advanced Studies (SISSA - ISAS), Trieste, Italy, before turning to Finance in ...
20th MathFinance Quantitative Finance ConferenceMathFinance
www.mathfinance.com
Carlo Acerbi (Pictet). Mahesh Bulchandi (FinIQ). 14:30 pm: Dr. Adil Reghai (Natixis). TBA. 15:00 pm: Coffee Break. 15:15 pm: Dr. Antione Jacquier (Imperial ... Carlo Acerbi (Pictet). Mahesh Bulchandi (FinIQ). 14:30 pm: Dr. Adil Reghai (Natixis). TBA. 15:00 pm: Coffee Break. 15:15 pm: Dr. Antione Jacquier (Imperial ...
Alle Infos zum Namen "Carlo Acerbi"
carlo acerbiGoogle Scholar
scholar.google.com
carlo acerbi. LARIX risk consulting, Geneva, Switzerland. Verified email at larixriskconsulting.com. Risk ManagementQuantitative Finance ... carlo acerbi. LARIX risk consulting, Geneva, Switzerland. Verified email at larixriskconsulting.com. Risk ManagementQuantitative Finance ...
Carlo Acerbi - Università Bocconi - Academia.eduAcademia.edu
unibocconi.academia.edu
Carlo Acerbi, Università Bocconi, Finance Department, Faculty Member. Studies Point of View, Cognitive Load Theory, and Games Theory. Carlo Acerbi, Università Bocconi, Finance Department, Faculty Member. Studies Point of View, Cognitive Load Theory, and Games Theory.
Carlo AcerbiRisk.net
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Carlo Acerbi received a PhD in Theoretical Physics (SISSA Trieste , Italy). He turned to Finance in 1997, to join Caboto (Banca Intesa, Milan) as a Risk ... Carlo Acerbi received a PhD in Theoretical Physics (SISSA Trieste , Italy). He turned to Finance in 1997, to join Caboto (Banca Intesa, Milan) as a Risk ...
carlo-acerbi-webIndian Finance Association
indiafa.org
carlo-acerbi-web. Published August 6, at × in Carlo Acerbi. © indiafa.org | All rights reserved. carlo-acerbi-web. Published August 6, at × in Carlo Acerbi. © indiafa.org | All rights reserved.
Carlo Acerbi - Indian Finance Associationindiafa.org › speakerlist › carlo-ac...
indiafa.org
Carlo Acerbi received a PhD in Theoretical Physics (SISSA Trieste , Italy). He turned to Finance in 1997, to join Caboto (Banca Intesa, Milan) as a Risk Manager.
CARLO ACERBI - Universita' Bocconi - Current Studentsdidattica.unibocconi.eu › docenti
didattica.unibocconi.eu
CARLO ACERBI. Academic Fellow. Department of Finance. . Courses a.y ADVANCED DERIVATIVES
STOCHASTIC METHODS IN FINANCE - PDF Free Download
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Co-author: Carlo Acerbi 14h30 14h55 : Uncertainty averse preferences Massimo Marinacci, Università di Torino Abstract: We study uncertainty averse preferences, that is, complete and transitive preferences that are convex and monotone. We establish a representation result, which is at same time general and rich in structure. ...
ES not elicitable - Quantitative Finance Stack Exchangequant.stackexchange.com › es-not-...
quant.stackexchange.com
I think it was Gnetting in who first proved that ES is not elicitable, which then threw some doubt as to whether it was backtestable. Carlo Acerbi pretty much ...
Measuring liquidity - Quantitative Finance Stack Exchange
quant.stackexchange.com
I know that Carlo Acerbi of MSCI is also looking into liquidity risk management and has a very interesting model for liquidity which is explained ...
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