Portfolio insurance: contributi teorici e simulazioni Monte Carlo
Ottaviani, Alessio (A.A. 2012/2013) Portfolio insurance: contributi teorici e simulazioni Monte Carlo. Tesi di Laurea in Economia del mercato mobiliare, LUISS Guido Carli, relatore Emilio Barone, pp. 94. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
La nascita della portfolio insurance. Strategie statiche vs strategie dinamiche. Il constant proportion portfolio insurance. Simulazioni Monte Carlo ed un nuovo algoritmo.
References
Bibliografia: pp. 91-94.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Economia del mercato mobiliare |
| Thesis Supervisor: | Barone, Emilio |
| Thesis Co-Supervisor: | Fasano, Antonio |
| Academic Year: | 2012/2013 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 13 Jun 2014 10:10 |
| Last Modified: | 19 May 2015 23:48 |
| URI: | https://tesi.luiss.it/id/eprint/12048 |
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