Nicola Moreni

Identifiers

• name variant Nicola Moreni 0.60 · backfill

Papers (2)

1. FX Modelling in Collateralized Markets: foreign measures, basis curves, and pricing formulae q-fin.PR · 2015 · author #1
2. Parsimonious HJM Modelling for Multiple Yield-Curve Dynamics q-fin.PR · 2010 · author #1

Mentions

• 1508.04321 #1 · backfill · confidence 0.70 Nicola Moreni
• 1011.0828 #1 · backfill · confidence 0.70 Nicola Moreni

Frequent Coauthors

• Andrea Pallavicini 2 shared papers