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Le obbligazioni strutturate nel mercato italiano: principali tipologie e problematiche di valutazione e di rischio

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  • Marco Filagrana
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    Abstract

    Questo lavoro si propone di fornire una breve rassegna delle principali tipologie di "obbligazioni strutturate" presenti sul mercato italiano. Per ciascuna tipologia si analizzano le strutture contrattuali di cui si compongono e si imposta un modello di valutazione. La metodologia adottata, inoltre, considerato il forte tasso di innovazione nel settore, è estensibile anche alle tipologie di titoli non direttamente menzionati.

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    File URL: http://www.unitn.it/files/download/19362/alea009.pdf
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    Bibliographic Info

    Paper provided by Department of Computer and Management Sciences, University of Trento, Italy in its series Alea Tech Reports with number 009.

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    Length: 53 pages
    Date of creation: Mar 2000
    Date of revision: 14 Jun 2008
    Handle: RePEc:trt:aleatr:009

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    Cited by:
    1. Flavio Bazzana & Francesca Debortoli, 2002. "Il rischio sistemico in finanza: una rassegna dei recenti contributi in letteratura," Alea Tech Reports 017, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.
    2. Flavio Bazzana, 2001. "I modelli interni per la valutazione del rischio di mercato secondo l'approccio del Value at Risk," Alea Tech Reports 011, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.

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