XELLA, GIUSEPPE
XELLA, GIUSEPPE
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Valuation of embedded option in Asset and Liability Management
2010 Cocozza, Rosa; A., Gallo; Xella, Giuseppe
Conditional Indexation for Pension Funds: Valuation Issue
2009 Cocozza, Rosa; A., Gallo; Xella, Giuseppe
Valuation of the conditional indexation option in asset and liability management of defined benefit pension funds
2012 Cocozza, Rosa; A., Gallo; Xella, Giuseppe
The Fair Value of Pension Liabilities: the case of Embedded Option in Scenario Analysis
2010 Cocozza, Rosa; A., Gallo; Xella, Giuseppe
Embedded option in pension funds: the case of conditional indexation policy
2011 Cocozza, Rosa; Gallo, A.; Xella, G.
| Titolo | Tipologia | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|---|
| Valuation of embedded option in Asset and Liability Management | 8.02 Comunicazioni a Convegni o Seminari | 2010 | Cocozza, Rosa; A., Gallo; Xella, Giuseppe | |
| Conditional Indexation for Pension Funds: Valuation Issue | 8.02 Comunicazioni a Convegni o Seminari | 2009 | Cocozza, Rosa; A., Gallo; Xella, Giuseppe | |
| Valuation of the conditional indexation option in asset and liability management of defined benefit pension funds | 2.1 Contributo in volume (Capitolo o Saggio) | 2012 | Cocozza, Rosa; A., Gallo; Xella, Giuseppe | |
| The Fair Value of Pension Liabilities: the case of Embedded Option in Scenario Analysis | 1.1 Articolo in rivista | 2010 | Cocozza, Rosa; A., Gallo; Xella, Giuseppe | |
| Embedded option in pension funds: the case of conditional indexation policy | 1.1 Articolo in rivista | 2011 | Cocozza, Rosa; Gallo, A.; Xella, G. |