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Rossano Giandomenico


This is information that was supplied by Rossano Giandomenico in registering through RePEc. If you are Rossano Giandomenico , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Rossano
Middle Name:
Last Name: Giandomenico

RePEc Short-ID: pgi280

Postal Address:



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Working papers

  1. Giandomenico, Rossano, 2010. "Credit Derivatives," MPRA Paper 21793, University Library of Munich, Germany.
  2. Giandomenico, Rossano, 2008. "Asset Liability Management for Banks," MPRA Paper 18848, University Library of Munich, Germany.
  3. Giandomenico, Rossano, 2008. "Valuing Coupon Bond Linked to Variable Interest Rate," MPRA Paper 21974, University Library of Munich, Germany.
  4. Giandomenico, Rossano, 2006. "Asset Liability Management in Insurance Company," MPRA Paper 16333, University Library of Munich, Germany, revised Jan 2009.
  5. Giandomenico, Rossano, 2006. "Pricing of the Policy Life in Absence of Default Risk and Asset Liability Management," MPRA Paper 18844, University Library of Munich, Germany.
  6. Giandomenico, Rossano, 2006. "Martingale Model," MPRA Paper 21973, University Library of Munich, Germany.
  7. Giandomenico, Rossano, 2006. "Valuing an American Put Option," MPRA Paper 20082, University Library of Munich, Germany.
  8. Giandomenico, Rossano, 2003. "Dalle Riserve alle Opzioni: " La partecipazione agli utili nelle polizze vita"
    [From Reserves to Options: " The partecipation to the profit in insurance life policies"]
    ," MPRA Paper 20783, University Library of Munich, Germany.


  1. Rossano Giandomenico, 2011. "Asset Liability Management for Banks," The IUP Journal of Bank Management, IUP Publications, vol. 0(4), pages 31-46, November.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2010-04-11. Author is listed
  2. NEP-MIC: Microeconomics (1) 2010-04-11. Author is listed
  3. NEP-RMG: Risk Management (1) 2010-04-11. Author is listed


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