Items where Author is "Realdon, Marco"

Article

Realdon, Marco (2017) Gaussian models for Euro high grade government yields. The European Journal of Finance, 23 (15). pp. 1468-1511. ISSN 1351-847X

Realdon, Marco and Boonyanet, Wachira (2017) Linear–quadratic term structure models for negative euro area yields. Economics Letters, 155. pp. 149-153. ISSN 0165-1765

Realdon, Marco (2016) Tests of non linear Gaussian term structure models. Journal of International Financial Markets Institutions & Money, 44. pp. 128-147. ISSN 1042-4431

Realdon, Marco (2013) Credit risk, valuation and fundamental analysis. International Review of Financial Analysis, 27. pp. 77-90. ISSN 1057-5219

Realdon, Marco (2013) Revisiting the pricing of commodity futures and forwards. Applied Financial Economics, 23 (3). pp. 233-240. ISSN 0960-3107

Realdon, Marco (2011) Discrete time linear-quadratic pricing of bonds and options. Applied Financial Economics, 21 (7). pp. 463-467. ISSN 0960-3107

Realdon, Marco (2010) Participation exemption and tax arbitrage: Italy’s case. European Journal of Law and Economics, Dec. pp. 1-17. ISSN 0929-1261

Realdon, Marco (2009) “Extended Black” term structure models. International Review of Financial Analysis, 18 (5). pp. 232-238. ISSN 1057-5219