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Corrado Corradi


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Personal Details

First Name: Corrado
Middle Name:
Last Name: Corradi

RePEc Short-ID: pco401

Postal Address:


Dipartimento di Matematica per le Scienze Economiche e Sociali "MatemateS"
Alma Mater Studiorum - Università di Bologna
Location: Bologna, Italy
Phone: +39 051 2094362
Fax: +39 051 2094367
Postal: Viale Filopanti, 5 - 40126 Bologna
Handle: RePEc:edi:dmbolit (more details at EDIRC)


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Working papers

  1. Corradi, Corrado & Corradi, Valentina, 2010. "Strategic manipulations and collusions in Knaster procedure: a comment," MPRA Paper 28678, University Library of Munich, Germany.
  2. Luca Barzanti & Corrado Corradi & Martina Nardon, 2006. "On the efficient application of the repeated Richardson extrapolation technique to option pricing," Working Papers 147, Department of Applied Mathematics, Università Ca' Foscari Venezia.


  1. Gian Luca Tassinari & Corrado Corradi, 2013. "Pricing equity and debt tranches of collateralized funds of hedge fund obligations: An approach based on stochastic time change and Esscher-transformed martingale measure," Quantitative Finance, Taylor & Francis Journals, vol. 13(12), pages 1991-2010, December.
  2. Luca Barzanti & Corrado Corradi, 2005. "On the computation of upper approximations to ultimate ruin probabilities in case of DFR claimsize distributions," Statistica, Department of Statistics, University of Bologna, vol. 65(2), pages 219-225.
  3. Barzanti, Luca & Corradi, Corrado, 1998. "Erratum to: "A note on interest rate term structure estimation using tension splines" [Insurance: Mathematics and Economics 22 (1998) 139-143]," Insurance: Mathematics and Economics, Elsevier, vol. 23(2), pages 179-180, November.
  4. Barzanti, Luca & Corradi, Corrado, 1998. "A note on interest rate term structure estimation using tension splines," Insurance: Mathematics and Economics, Elsevier, vol. 22(2), pages 139-143, June.
  5. Luca Barzanti & Corrado Corradi, 1997. "Monotonicity preserving regression techniques for interest rate term structure estimation: A note," Decisions in Economics and Finance, Springer, vol. 20(2), pages 125-131, September.
  6. Corradi, Corrado, 1996. "On the estimation of smooth forward rate curves from a finite number of observations: A comment," Insurance: Mathematics and Economics, Elsevier, vol. 18(2), pages 115-117, July.
  7. C. Corradi, 1991. "Approximating the solution of an integral equation arising in the theory of risk: A comment," Decisions in Economics and Finance, Springer, vol. 14(1), pages 3-7, March.
  8. Corradi, Corrado, 1990. "On Square Root Kalman Filtering: A Comment," Computer Science in Economics & Management, Society for Computational Economics, vol. 3(3), pages 269-70.
  9. Corradi, Corrado, 1979. "A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors," Journal of Econometrics, Elsevier, vol. 11(2-3), pages 303-317.
  10. Corradi, Corrado, 1977. "A Variable Projection Algorithm for Estimating Nonlinear Systems of Equations by Iterated Generalized Least Squares," Empirical Economics, Springer, vol. 2(2), pages 101-08.
  11. Corradi, Corrado, 1977. "Smooth distributed lag estimators and smoothing spline functions in Hilbert spaces," Journal of Econometrics, Elsevier, vol. 5(2), pages 211-219, March.
  12. Corradi, C & Gambetta, G, 1976. "The Estimation of Distributed Lags by Spline Functions," Empirical Economics, Springer, vol. 1(1), pages 41-51.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2007-01-14. Author is listed
  2. NEP-GTH: Game Theory (1) 2011-02-12. Author is listed


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