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

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Author Info
Marco Filagrana
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://repec.cs.unitn.it/AL/Doc/009.pdf
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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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  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. [Downloadable!]
  2. A. Marchi & Luisa Mich, 1998. "Un modello per l'analisi e valutazione dei siti web: applicazione al sito del consorzio Dolomiti Superski," Quaderni DISA 011, Department of Computer and Management Sciences, University of Trento, Italy.
  3. 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. [Downloadable!]
  4. Loris Gaio & Yuriy M. Kaniovskyi & Enrico Zaninotto, 1999. "On bubbling dynamics generated bya stochastic model of herd behavior," Quaderni DISA 017, Department of Computer and Management Sciences, University of Trento, Italy.
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