Roncoroni, Andrea.
VIAF ID: 75054240 ( Personal )
Permalink: http://viaf.org/viaf/75054240
Preferred Forms
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- 100 1 _ ‡a Roncoroni, Andrea
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- 100 1 _ ‡a Roncoroni, Andrea
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- 100 1 _ ‡a Roncoroni, Andrea
- 100 1 _ ‡a Roncoroni, Andrea
- 100 1 _ ‡a Roncoroni, Andrea
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4xx's: Alternate Name Forms (2)
5xx's: Related Names (2)
- 510 2 _ ‡a Ecole Supérieure des Sciences Economiques et Commerciales ‡g Paris ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Università commerciale Luigi Bocconi ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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The commodities' financialization : price formation and co-movements. | |
Essais en finance quantitative : modélisation et calibrage dans les marchés de taux d'intérerêt et d'électricité | |
A family of reduced-form models for electricity prices | |
Handbook of multi-commodity markets and products : structuring, trading and risk management | |
Implementing models in quantitative finance methods and cases | |
Infinite dimensional HJM dynamics for the term structure of interest rates | |
Risk modeling in commodity markets : theory and applications. | |
Three essays on the implications of market liquidity frictions for portfolio risk and performance management. | |
Trois essais sur les implications de l'illiquidité de marché pour la gestion du risque et de la performance de portefeuille |