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Umberto Cherubini

Full Professor

Department of Economics

Academic discipline: STAT-04/A Mathematical Methods for Economy, Finance and Actuarial Sciences

Publications

U. Cherubini; G. Della Lunga, Structured Finance: The Object Oriented Approach, CHICHESTER, John Wiley, 2007, pp. 288 (Finance Series). [Research monograph]

U. Cherubini; S. Romagnoli, The dependence structure of running maxima and minima:results and option pricing applications, in: World conference computational finance: the first decade, s.l, s.n, 2007, pp. 1 - 20 (atti di: World conference computational finance: the first decade, London, march 2007) [Contribution to conference proceedings]

U. Cherubini; M. Manera, Hunting the Living Dead: A Peso Problem in Corporate Finance Data, «THE ICFAI JOURNAL OF FINANCIAL RISK MANAGEMENT», 2006, 3, pp. 44 - 56 [Scientific article]

U. Cherubini; A. Baglioni, Accounting Fraud and the Pricing of Corporate Liabilities: Structural Models with Garbling, in: 2005 World Conference Econometric Society, LONDON, 2005 World Conference Econometric Society, 2005(atti di: 2005 World Conference Econometric Society, Londra, 19/24 agosto 2005) [Contribution to conference proceedings]

U.Cherubini ; S.Romagnoli, Barrier Copula Functions, in: Atti del Convegno New mathematical methods in Risk Theory, s.l, s.n, 2005(atti di: New mathematical methods in Risk Theory, Firenze, 6-8 Ottobre 2005) [Contribution to conference proceedings]

U. Cherubini, Counterparty Risk in Derivatives, in: C.R.E.D.I.T. 2005: "Counterparty Risk", VENEZIA, s.n, 2005, 2(atti di: C.R.E.D.I.T. 2005: "Counterparty Risk", Venezia, 22/23 Settembre 2005) [Contribution to conference proceedings]

U. Cherubini; E. Luciano; W. Vecchiato, Copula Methods in Finance, LONDON, John Wiley, 2004, pp. 293 (John Wiley Series in Finance). [Research monograph]

Umberto Cherubini, Pericing Swap Credit Risk with Copulas, in: International Credit Risk Conference, MONTREAL, s.n, 2004, pp. na - na (atti di: International Credit Risk Conference, HEC Montreal, 15-16 Aprile 2004) [Contribution to conference proceedings]

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