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Andrea Gheno

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Personal Details

First Name:Andrea
Middle Name:
Last Name:Gheno
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RePEc Short-ID:pgh86
Email:[This author has chosen not to make the email address public]
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Location: Roma, Italy
Homepage: http://host.uniroma3.it/dipartimenti/economia/it/
Email:
Phone: 06 57374003
Fax: 06 57374093
Postal: Via Silvio D'Amico 77, 00145 - Roma
Handle: RePEc:edi:dero3it (more details at EDIRC)
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  1. Ciurlia, Pierangelo & Gheno, Andrea, 2008. "A model for pricing real estate derivatives with stochastic interest rates," MPRA Paper 9924, University Library of Munich, Germany.
  2. Massimiliano Corradini & Andrea Gheno, 2008. "Incomplete Financial Markets and Contingent Claim Pricing in a dual expected utility theory framework," Departmental Working Papers of Economics - University 'Roma Tre' 0085, Department of Economics - University Roma Tre.
  3. Massimiliano Corradini & Andrea Gheno, 2007. "Contingent Claim Pricing In A Dual Expected Utility Theory Framework," Departmental Working Papers of Economics - University 'Roma Tre' 0082, Department of Economics - University Roma Tre.
  4. Andrea Gheno & Carlo Domenico Mottura, 2007. "IAS 39 Hedge Accounting e Interest Rate Risk Management," Departmental Working Papers of Economics - University 'Roma Tre' 0079, Department of Economics - University Roma Tre.
  5. Marisa Cenci & Massimiliano Corradini & Andrea Gheno, 2005. "Dynamic portfolio selection in a dual expected utility theory framework," Departmental Working Papers of Economics - University 'Roma Tre' 0056, Department of Economics - University Roma Tre.
  6. Andrea Gheno, 2005. "Convertible bonds and volatility structure," Departmental Working Papers of Economics - University 'Roma Tre' 0057, Department of Economics - University Roma Tre.
  7. Andrea Gheno, 2005. "Corporate valuations and the merton model," Departmental Working Papers of Economics - University 'Roma Tre' 0055, Department of Economics - University Roma Tre.
  8. Marisa Cenci & Andrea Gheno, 2000. "Metodologie per la valutazione delle obbligazioni convertibili in ipotesi di evoluzione stocastica della struttura per scadenza," Departmental Working Papers of Economics - University 'Roma Tre' 0020, Department of Economics - University Roma Tre.
  9. Andrea Gheno, 2000. "Alberi binomiali e struttura della volatilità," Departmental Working Papers of Economics - University 'Roma Tre' 0018, Department of Economics - University Roma Tre.
  1. Corradini, M. & Gheno, A., 2009. "Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 180-187, October.
  2. Andrea Gheno, 2007. "Corporate valuations and the Merton model," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(1), pages 47-50, January.
  3. Andrea Gheno & Stephen L. Lee, 2006. "The impact of 9/11 on us reit returns: Fundamental or financial?," International Journal of Strategic Property Management, Taylor & Francis Journals, vol. 10(4), pages 209-216, November.
  4. Marisa Cenci & Andrea Gheno, 2005. "Equity and debt valuation with default risk: a discrete structural model," Applied Financial Economics, Taylor & Francis Journals, vol. 15(12), pages 875-881.
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FMK: Financial Markets (1) 2007-03-24
  2. NEP-MAC: Macroeconomics (1) 2007-09-09
  3. NEP-RMG: Risk Management (1) 2007-09-09
  4. NEP-UPT: Utility Models & Prospect Theory (1) 2007-03-24
  5. NEP-URE: Urban & Real Estate Economics (1) 2008-09-13

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