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Mariacristina Uberti
Mariacristina Uberti
Mathematical Methods for Economics, Finance and Actuarial Sciences
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Title
Cited by
Cited by
Year
Credit risk migration rates modeling as open systems: A micro-simulation approach
S Landini, M Uberti, S Casellina
Communications in Nonlinear Science and Numerical Simulation 58, 147-166, 2018
272018
A statistical mechanic view of macro-dynamics in economics
S Landini, M Uberti
Computational Economics 32, 121-146, 2008
252008
Credit risk migration rates modelling as open systems II: A simulation model and IFRS9-baseline principles
S Landini, M Uberti, S Casellina
Structural Change and Economic Dynamics 50, 175-189, 2019
202019
A note on Shiu's immunization results
M Uberti
Insurance: Mathematics and Economics 21 (3), 195-200, 1997
191997
Approaches to forecasting volatility: Models and their performances for emerging equity markets
R Pezzo, M Uberti
Chaos, Solitons & Fractals 29 (3), 556-565, 2006
92006
A Target-Oriented Approach: A'One-Size'Model to Suit Humans and Econs Behaviors
R Bordley, L Tibiletti, M Uberti
Available at SSRN 2354058, 2013
82013
Optimal monetary policy and long-term interest rate dynamics: Taylor rule extensions
S Casellina, M Uberti
Computational Economics 32, 183-198, 2008
82008
Adjustable and fixed interest rates mortgage markets modelling: Evidences from Italy over the last 14 years
M Uberti, S Landini, S Casellina
Central European Journal of Operations Research 22, 391-406, 2014
52014
Present value decomposition of foreign currency assets
M Uberti
Recent Research in Financial Modelling, 105-116, 1993
51993
Financial fragility and credit risk: A simulation model
A Cafferata, S Casellina, S Landini, M Uberti
Communications in Nonlinear Science and Numerical Simulation 116, 106879, 2023
32023
The estimation risk and the IRB supervisory formula
S Casellina, S Landini, M Uberti
European Banking Authority Research Paper, 2021
32021
Controversy in contracts with installment plans: Financial and accounting approaches to early termination assessments
A Migliavacca, L Puddu, L Tibiletti, M Uberti
International Multidisciplinary Scientific Conference On Social Sciences And …, 2015
32015
Credit market dynamics: a cobweb model
S Casellina, S Landini, M Uberti
Computational Economics 38, 221-239, 2011
32011
A multi-disciplinary financial and accounting framework to outstanding debt assessment and default for lease agreement
A Migliavacca, M Uberti, L Puddu, L Tibiletti
Risk management: perspectives and open issues. A multi-disciplinary approach …, 2016
22016
How does Optimism impact on Entrepreneurs’ Overconfidence?
S Margarita, L Tibiletti, M Uberti
International Journal of Business Research Management 6 (3), 45-53, 2015
22015
Recent research in financial modelling
EJ Stokking, G Zambruno
Springer Science & Business Media, 2012
22012
Volatility forecasting performances of SVOL and AJD models for very volatile markets
R Pezzo, M Uberti
2nd World Congress 2002 BFS (Bachelier Finance Society), 0-0, 2002
22002
Quadratic dynamic programming
L Montrucchio, M Uberti
Proceedings of the Workshop MDEF2000, 2001
22001
Immunization of portfolios with liabilities
M Uberti
Financial Modelling, 391-400, 2000
22000
Nota su un'applicazione finanziaria della programmazione frazionaria
M Uberti
Quaderni dell'Istituto di Matematica Finanziaria dell'Università degli Studi …, 1990
21990
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Articles 1–20