VIAF

Virtual International Authority File

Search

Mercurio, Fabio, 1966-.... NUKAT Center of Warsaw University Library Sudoc [ABES], France National Library of the Czech Republic National Library of France Library of Congress/NACO

Mercurio, Fabio National Library of the Netherlands-test Wikipedia (en)-test ISNI-test German National Library

VIAF ID: 15070445 (Personal)

Permalink: http://viaf.org/viaf/15070445

ISNI-test: 0000  0001  0956  2518 

Open Section Close Section Preferred Forms

 

 

 

 

Open Section Close Section Selected Titles

  1. Interest rate models : theory and practice ‎(4) NUKAT Center of Warsaw University Library National Library of the Netherlands-test Library of Congress/NACO
  2. Interest rate models - theory and practice : with smile, inflation and credit ‎(4) NUKAT Center of Warsaw University Library National Library of the Netherlands-test National Library of France Library of Congress/NACO
  3. An analytically tractable interest rate model with humped volatility ‎(3) National Library of the Netherlands-test
  4. Option pricing with hedging at some fixed trading dates ‎(2) National Library of the Netherlands-test
  5. A family of humped volatility structures ‎(2) National Library of the Netherlands-test
  6. Mean-variance pricing and risk preferences ‎(1) National Library of the Netherlands-test
  7. Interest rate models, theory and practice : with smil, inflation and credit ‎(1) National Library of France
  8. Inflation with a smile ‎(1) Wikipedia (en)-test
  9. Explicit formula for the fair price of a European call option in the case of discontinuous prices ‎(1) National Library of the Netherlands-test
  10. Claim pricing and hedging under market imperfections ‎(1) National Library of the Netherlands-test

Open Section Close Section Selected Co-authors

Open Section Close Section Countries of Publication (2)

Open Section Close Section Publication Statistics

Open Section Close Section Selected Publishers (5)

Open Section Close Section About

Open Section Close Section History of VIAF ID:15070445 (13)