Iaquinta Gaetano

Gaetano Iaquinta

Information about the author Gaetano Iaquinta will soon be added to the site.
Found 3 papers in total
Scenario‐based dynamic corporate bond portfolio management
Scenario‐based dynamic corporate bond portfolio management
2012
The 2008 credit crisis has deeply affected the price of corporate liabilities in both...
Retirement planning in individual asset–liability management
Retirement planning in individual asset–liability management
2012
Increasing financial pressure on State‐controlled pension systems has caused,...
Moment based approaches to value the risk of contingent claim portfolios
Moment based approaches to value the risk of contingent claim portfolios
2009
In this paper we describe and apply the estimating function methodology to value the...
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