Zobrazeno 1 - 10
of 55
pro vyhledávání: '"Flavio Pressacco"'
Autor:
Flavio, Pressacco, Francesca, Beccacece, Fabrizio, Cacciafesta, Gino, Favero, Paola, Fersini, LI CALZI, Marco, Franco, Nardini, Lorenzo, Peccati, Laura, Ziani
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3655::c8825cf4fecfc4c925e3536536b441a3
https://hdl.handle.net/10278/5010540
https://hdl.handle.net/10278/5010540
Autor:
Flavio Pressacco
Publikováno v:
Lettera Matematica. 5:105-111
A history of modern mathematics of finance, from the ancient times to the contemporary quantitative finance, with special attention to portfolio and options theory.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d93fa733a217cbd1cd9d778b31ef0a99
https://doi.org/10.1007/s40329-017-0171-7
https://doi.org/10.1007/s40329-017-0171-7
Autor:
Flavio Pressacco
Publikováno v:
Lettera Matematica Pristem. 100:34-41
Per omogeneita con gli altri contributi presenti nel numero, si sono dovute sacrificare alcune parti (pur di notevole rilievo nel contesto della Finanza matematica) del contributo originariamente proposto dall’autore. Riguardavano in particolare le
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8f3335d2f9a44df916c935757df815b9
https://doi.org/10.1007/s10031-017-0007-9
https://doi.org/10.1007/s10031-017-0007-9
Autor:
Laura Ziani, Flavio Pressacco
We define proper strong-Fibonacci (PSF) games as the subset of proper homogeneous weighted majority games which admit a Fibonacci representation. This is a homogeneous, type-preserving representation whose ordered sequence of type weights and winning
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d74294464ba61e64918013e49afc75dc
http://hdl.handle.net/11390/1143793
http://hdl.handle.net/11390/1143793
AMASES è l'associazione nazionale che raccoglie i docenti di matematica delle Facoltà di Economia e gli studiosi interessati alle applicazioni matematiche in ambito economico-sociale. Tra i suoi principali ispiratori quarant'anni fa, nel 1976, figu
Publikováno v:
Transactions on Computational Collective Intelligence XXIII ISBN: 9783662528853
Isbell (1956) introduced a class of homogeneous weighted majority games based on the Fibonacci sequence. In our paper, we generalize this approach to other homogeneous representations of weighted majority games in a suitable Fibonacci framework. We p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d8e1b6217d461df3ef256e3644e78571
http://hdl.handle.net/11390/1104482
http://hdl.handle.net/11390/1104482
Publikováno v:
European Actuarial Journal. 1:433-454
Accepted for publication on European Actuarial Journal, first number, 2010; The paper concerns optimal mean-variance proportional reinsurance under group correlation. In order to solve the corresponding constrained quadratic optimization problem, we
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6a85eb54dfd19b2592de049eb77c75fd
https://doi.org/10.1007/s13385-011-0020-6
https://doi.org/10.1007/s13385-011-0020-6
Autor:
Flavio Pressacco
Publikováno v:
Transition Studies Review. 11:95-113
We analyze the power of the countries in the decisional mechanism of the European Council along an evolutionary path from the old conventional votes mechanism prevailing in the 15-countries European Union via the rules defined in the Nice treaty for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7b8aec215c04d7b5b61a7845856c2dfc
https://doi.org/10.1007/s11300-004-0007-y
https://doi.org/10.1007/s11300-004-0007-y
Autor:
Flavio Pressacco, Marcellino Gaudenzi
Publikováno v:
Decisions in Economics and Finance. 26:1-17
We present a new method for obtaining fast and accurate estimates of the price of an American put option by binomial trees. The method is based on the interpolation of suitable values obtained by modifying the contractual strike. A time-saving proced
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::047141d0e5c1016383a47693bcbe4db5
https://doi.org/10.1007/s102030300000
https://doi.org/10.1007/s102030300000