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Andrea Macrina

Identifiers

  • name variant Andrea Macrina 0.60 · backfill

Papers (21)

  1. Consistent Valuation Across Curves Using Pricing Kernels q-fin.MF · 2018 · author #1
  2. Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments q-fin.MF · 2015 · author #2
  3. Dark-Pool Perspective of Optimal Market Making q-fin.MF · 2015 · author #2
  4. Simultaneous Trading in 'Lit' and Dark Pools q-fin.MF · 2014 · author #2
  5. Heat Kernel Framework for Asset Pricing in Finite Time q-fin.PR · 2012 · author #1
  6. Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models q-fin.GN · 2012 · author #3
  7. Randomised Mixture Models for Pricing Kernels q-fin.GN · 2011 · author #1
  8. Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes q-fin.CP · 2010 · author #2
  9. Conditional Density Models for Asset Pricing q-fin.PR · 2010 · author #3
  10. Credit Risk, Market Sentiment and Randomly-Timed Default q-fin.PR · 2010 · author #3
  11. Stable-1/2 Bridges and Insurance q-fin.GN · 2010 · author #3
  12. Modelling Information Flows in Financial Markets q-fin.PR · 2010 · author #3
  13. Security Pricing with Information-Sensitive Discounting q-fin.PR · 2010 · author #1
  14. Levy Random Bridges and the Modelling of Financial Information q-fin.GN · 2009 · author #3
  15. Pricing Fixed-Income Securities in an Information-Based Framework q-fin.PR · 2009 · author #2
  16. Discrete-Time Interest Rate Modelling q-fin.PR · 2009 · author #2
  17. An Information-Based Framework for Asset Pricing: X-Factor Theory and its Applications q-fin.PR · 2008 · author #1
  18. Information, Inflation, and Interest q-fin.GN · 2007 · author #2
  19. Dam Rain and Cumulative Gain q-fin.PR · 2007 · author #3
  20. Information-Based Asset Pricing q-fin.PR · 2007 · author #3
  21. Towards a Gauge Invariant Scattering Theory of Cylindrical Gravitational Waves gr-qc · 2007 · author #1

Mentions

  • 1502.07397 #2 · backfill · confidence 0.70 Andrea Macrina
  • 1502.02863 #2 · backfill · confidence 0.70 Andrea Macrina
  • 1405.2023 #2 · backfill · confidence 0.70 Andrea Macrina
  • 1211.0856 #1 · backfill · confidence 0.70 Andrea Macrina
  • 1201.1840 #3 · backfill · confidence 0.70 Andrea Macrina
  • 1112.2059 #1 · backfill · confidence 0.70 Andrea Macrina
  • 1012.1878 #2 · backfill · confidence 0.70 Andrea Macrina
  • 1010.4384 #3 · backfill · confidence 0.70 Andrea Macrina
  • 1006.2909 #3 · backfill · confidence 0.70 Andrea Macrina
  • 1005.0496 #3 · backfill · confidence 0.70 Andrea Macrina
  • 1004.4822 #3 · backfill · confidence 0.70 Andrea Macrina
  • 1001.3570 #1 · backfill · confidence 0.70 Andrea Macrina
  • 0912.3652 #3 · backfill · confidence 0.70 Andrea Macrina
  • 0911.1610 #2 · backfill · confidence 0.70 Andrea Macrina
  • 0911.0750 #2 · backfill · confidence 0.70 Andrea Macrina
  • 0807.2124 #1 · backfill · confidence 0.70 Andrea Macrina
  • 0710.2876 #2 · backfill · confidence 0.70 Andrea Macrina
  • 0710.2775 #3 · backfill · confidence 0.70 Andrea Macrina
  • 0704.1976 #3 · backfill · confidence 0.70 Andrea Macrina
  • 0704.1757 #1 · backfill · confidence 0.70 Andrea Macrina

Frequent Coauthors