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PierPaolo Cassese

#pierpaolo-cassese

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A forecasting model for Interest Rates. A comparison between Nelson Siegel Svensson Model and PCA Approach.

A forecasting model for Interest Rates. A comparison between Nelson Siegel Svensson Model and PCA...

Category: Documents

Released: June 25, 2015

Paper on financial crisis pdf

Paper on financial crisis pdf

Category: Documents

Released: June 25, 2015

Pierpaolo Cassese

Pierpaolo Cassese

Category: Documents

Released: June 25, 2015

Anticipating ECB monetary policy decisions through the RND extrapolation from Liffe 3M EURIBOR options.

Anticipating ECB monetary policy decisions through the RND extrapolation from Liffe 3M EURIBOR...

Category: Economy & Finance

Released: June 20, 2015

Counterparty Credit risk measurement:Rules and Estimation methods

Counterparty Credit risk measurement:Rules and Estimation methods

Category: Economy & Finance

Released: February 08, 2015

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