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"Pede, Nicola"
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"Pede, Nicola"
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Stochastic models for valuation and risk management of credit-sensitive hybrid derivatives
by
Pede
,
Nicola
Year of Publication
2018
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Dissertation
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Multi Currency Credit Default Swaps Quanto effects and FX devaluation jumps
by
Brigo, Damiano
,
Pede
,
Nicola
,
Petrelli, Andrea
Year of Publication
22.12.2015
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Multi Currency Credit Default Swaps Quanto effects and FX devaluation jumps
by
Brigo, Damiano
,
Pede
,
Nicola
,
Petrelli, Andrea
Published in
arXiv.org
(21.01.2018)
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CoCo Bonds Valuation with Equity- and Credit-Calibrated First Passage Structural Models
by
Brigo, Damiano
,
Garcia, João
,
Pede
,
Nicola
Year of Publication
26.02.2013
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CoCo Bonds Valuation with Equity- and Credit-Calibrated First Passage Structural Models
by
Brigo, Damiano
,
Garcia, João
,
Pede
,
Nicola
Published in
arXiv.org
(27.02.2013)
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CoCo Bonds Valuation with Equity- and Credit-Calibrated First Passage Structural Models
by
Brigo, Damiano
,
Jo\~ao Garcia
,
Pede
,
Nicola
Published in
IDEAS Working Paper Series from RePEc
(01.01.2013)
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