Fabio Mercurio

Locality: China
Industry: Management Consulting

Fabio Mercurio, Banca IMI, Milan, Italy “A New Approach to Pricing Inflation Derivatives” 10:45-11:00: Coffee Break: 11:00-11:50: Frank Milne, Queen's University , Canada

Mercurio Fabio Mercurio Fabio; Product and Business Development and FX Options Trading, Banca IMI

Fabio Mercurio, Banca IMI, Milan, Italy "A New Approach to Pricing Inflation Derivatives" Reference paper "Pricing Inflation-Indexed Derivatives"

References: Advanced level: z Damiano Brigo and Fabio Mercurio (2006). Interest Rate Models − Theory and Practice . 2 nd Ed., Springer. z Les Clewlow and Chris Strickland (1997

fabio mercurio; fabio.mercurio@bancaimi.it; 2006/3/3(Fri) 19:02 . cho-hoi; cho-hoi_hui@hkam.gov.hk; 2006/3/10(Fri) 11:38 . George Hong; george.hong@ubs.com; 2006/3/10 ...

modern libor market models: using different curves for projecting rates and for ... fabio mercurio

Damiano Brigo Fabio Mercurio. Springer. Price :$64.78. Release date :2006-08-02. Usually ships in 24 hours

by damiano brigo / fabio mercurio: hk$5474: royalty rates in copyright agreements by randy cochran (compiled by) hk$1966: real options valuation: the importance of interest rate modelling ...

by damiano brigo / fabio mercurio: hk$5474: royalty rates in copyright agreements by randy cochran (compiled by) hk$1966: real options valuation: the importance of interest rate modelling ...