Foto del docente

Corrado Corradi

Adjunct professor

Department of Management

Publications

tassinari g l; corradi c, tassinari g l, corradi c (2013). Pricing equity and debt tranches of collateralized funds of hedge fund obligations: An approach based on stochastic time change and Esscher-transformed martingale measure. QUANTITATIVE FINANCE, vol. 13, p. 1991-2010, ISSN: 1469-7696, «QUANTITATIVE FINANCE», 2013, 13, pp. 1991 - 2010 [Scientific article]

corradi c; corradi v, corradi c, corradi v (2011). Strategic manipulations and collusions in Knaster procedure: a comment. MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, vol. 5/6, p. 15-18, ISSN: 1971-6419, «MATHEMATICAL METHODS IN ECONOMICS AND FINANCE», 2012, 5/6, pp. 15 - 18 [Scientific article]

L. Barzanti; C. Corradi; M. Nardon, On the efficient application of the repeated Richardson extrapolation technique to option pricing, «MATHEMATICAL METHODS IN ECONOMICS AND FINANCE», 2008, 2(1), pp. 1 - 19 [Scientific article]

L. Barzanti; C. Corradi; M. Nardon, An efficient application of the repeated Richardson extrapolation technique to option pricing, in: AMASES 2006. Atti del 30° Convegno, TRIESTE, AMASES, 2006(atti di: Convegno Nazionale AMASES., Trieste, 4-7 Settembre 2006) [Abstract]

L. Barzanti; C. Corradi; M. Nardon, On the efficient application of the repeated Richardson extrapolation technique to option pricing., in: Working paper series, VENEZIA, Dipartimento di Matematica Applicata, 2006, pp. 1 - 19 [Chapter or essay]

C. Corradi; V. Corradi, Nozione giuridica di divisione e fair division: alcune osservazioni, «RENDICONTI PER GLI STUDI ECONOMICI QUANTITATIVI», 2005, 1, pp. 149 - 156 [Scientific article]

L. Barzanti; C. Corradi, On the computation of upper approximations to ultimate ruin probabilities in case of DFR claimsize distributions., «STATISTICA», 2005, LXV, n. 2, pp. 219 - 225 [Scientific article]

C. Corradi; M.C. Corradi, Partial cross ownership and tacit collusion: a comment, «RENDICONTI PER GLI STUDI ECONOMICI QUANTITATIVI», 2004, 1, pp. 27 - 34 [Scientific article]

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