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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

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.

Suggested Citation

  • Marco Filagrana, 2000. "Le obbligazioni strutturate nel mercato italiano: principali tipologie e problematiche di valutazione e di rischio," Alea Tech Reports 009, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.
  • Handle: RePEc:trt:aleatr:009
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    Cited by:

    1. 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.
    2. 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.

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