4. Economy
  5. Quantitative Finance
  6. Pricing of Securities

Martino Grasselli

Economy – Quantitative Finance – Pricing of Securities

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Scientist

Università degli Studi di Padova - Dipartimento di Matematica

A flexible matrix Libor model with smiles

Economy – Quantitative Finance – Pricing of Securities
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Smiles all around: FX joint calibration in a multi-Heston model

Economy – Quantitative Finance – Pricing of Securities
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The explicit Laplace transform for the Wishart process

Economy – Quantitative Finance – Pricing of Securities
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