Browsing by Author CARIBONI Jessica

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Publication YearJRC N°TitleAuthor(s), Editor(s), Other Contributor(s)Publication Type
2015JRC94111Banks under X-rays: business model choices and tradingCAMPOLONGO Francesca; CARIBONI Jessica; NDACYAYISENGA NATHALIE; PAGANO AndreaArticles in periodicals and books
2007JRC37459Credit Derivative Pricing Under Levy ModelsCARIBONI JessicaPhD Theses
2005JRC31315Credit Pricing under Lévy SettingCARIBONI Jessica; WIM SchoutensArticles in periodicals and books
2008JRC38190Deposit Protection in the EU: State of Play and Future ProspectsCARIBONI Jessica; VANDEN BRANDEN KARLIEN; CAMPOLONGO FRANCESCA; DE CESARE ManuelaArticles in periodicals and books
2016JRC103814Drivers behind the changes in European banks’ capital ratios: A descriptive analysisHEYNDERICKX WOUTER; CARIBONI Jessica; PETRACCO GIUDICI MarcoArticles in periodicals and books
2007JRC37360An Effective Screening Design for Sensitivity Analysis of Large ModelsCAMPOLONGO FRANCESCA; CARIBONI Jessica; SALTELLI ANDREAArticles in periodicals and books
2005JRC31319Enhancing the Morris MethodCAMPOLONGO Francesca; CARIBONI Jessica; WIM SchoutensArticles in periodicals and books
2013JRC75347Financial Activities Taxes and Banks' Systemic RiskCANNAS GIUSEPPINA; CARIBONI Jessica; MARCHESI Massimo; NICODÈME Gaëtan; PETRACCO GIUDICI Marco; ZEDDA STEFANOArticles in periodicals and books
2014JRC94339Financial Activities Taxes, Bank Levies and Systemic RiskCANNAS GIUSEPPINA; CARIBONI Jessica; MARCHESI Massimo; NICODEME Gaetan; PETRACCO GIUDICI Marco; ZEDDA StefanoArticles in periodicals and books
2011JRC62692From screening to quantitative sensitivity analysis. A unified approachCAMPOLONGO Francesca; SALTELLI Andrea; CARIBONI JessicaArticles in periodicals and books
2009JRC31312Global Sensitivity Analysis for Latent Factor Credit Risk ModelsBAUR Dirk; CARIBONI Jessica; CAMPOLONGO FrancescaArticles in periodicals and books
2005JRC27254Global Sensitivity Analysis for Latent Factor Credit Risk Models.BAUR Dirk; CARIBONI Jessica; CAMPOLONGO FrancescaArticles in periodicals and books
2006JRC34880The Importance of Jumps in Pricing European OptionsCAMPOLONGO FRANCESCA; CARIBONI Jessica; SCHOUTENS WIMArticles in periodicals and books
2005JRC29116The Importance of Jumps in Pricing European Options.CAMPOLONGO Francesca; CARIBONI Jessica; SHOUTENS W.Articles in periodicals and books
2005JRC28419The Importance of Jumps in Pricing European Options.CAMPOLONGO Francesca; CARIBONI Jessica; SCHOUTENS WimArticles in periodicals and books
2009JRC50144Jumps in Intensity Models: Investigating the Performance of Ornstein-Uhlenbeck Processes in Credit Risk ModelingCARIBONI Jessica; SCHOUTENS WimArticles in periodicals and books
2013JRC67874Levy Processes and the Financial Crisis: Can We Design a More Effective Deposit Protection?MACCAFERRI SARA; CARIBONI Jessica; SCHOUTENS WimArticles in periodicals and books
2009JRC50078Levy Processes in Credit RiskSCHOUTENS Wim; CARIBONI JessicaBooks
2013JRC84680Lévy Processes and the Financial Crisis: Can We Design a More Effective Deposit Protection?MACCAFERI Sara; CARIBONI Jessica; SCHOUTENS WimArticles in periodicals and books
2006JRC33127Ornstein-Uhlenbeck Models for Credit RiskCARIBONI Jessica; SCHOUTENS WimArticles in periodicals and books