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1

A NOTE ON THE SELF-FINANCING CONDITION FOR FUNDING, COLLATERAL AND DISCOUNTING

BRIGO, DAMIANO, BUESCU, CRISTIN, PALLAVICINI, ANDREA, LIU, QING

Journal:

International Journal of Theoretical and Applied Finance

Year:

2015

Language:

english

File:

PDF, 155 KB

english, 2015

2

What Is the Relationship Among Positive Emotions, Sense of Presence, and Ease of Interaction in Virtual Reality Systems? An On-Site Evaluation of a Commercial Virtual Experience

Pallavicini, Federica, Pepe, Alessandro, Ferrari, Ambra, Garcea, Giacomo, Zanacchi, Andrea, Mantovani, Fabrizia

Journal:

Presence Teleoperators & Virtual Environments

Year:

2020

File:

PDF, 470 KB

2020

3

Virtual reality and mobile phones in the treatment of generalized anxiety disorders: a phase-2 clinical trial

Claudia Repetto, Andrea Gaggioli, Federica Pallavicini, Pietro Cipresso, Simona Raspelli, Giuseppe Riva

Journal:

Personal and Ubiquitous Computing

Year:

2013

Language:

english

File:

PDF, 1.76 MB

english, 2013

4

Nonlinear valuation under credit, funding, and margins: Existence, uniqueness, invariance, and disentanglement

Brigo, Damiano, Francischello, Marco, Pallavicini, Andrea

Journal:

European Journal of Operational Research

Year:

2019

Language:

english

File:

PDF, 825 KB

english, 2019

5

Swaption Skews and Convexity Adjustments

Mercurio, Fabio, Pallavicini, Andrea

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 203 KB

english, 2005

6

Interreality for the management and training of psychological stress: study protocol for a randomized controlled trial

Federica Pallavicini, Andrea Gaggioli, Simona Raspelli, Pietro Cipresso…

Journal:

Year:

2013

Language:

english

File:

PDF, 448 KB

english, 2013

7

Interreality in Practice: Bridging Virtual and Real Worlds in the Treatment of Posttraumatic Stress Disorders

Riva, Giuseppe, Raspelli, Simona, Algeri, Davide, Pallavicini, Federica, Gorini, Alessandra, Wiederhold, Brenda K., Gaggioli, Andrea

Journal:

Cyberpsychology Behavior and Social Networking

Year:

2010

Language:

english

File:

PDF, 16.92 MB

english, 2010

8

CLUSTER-BASED EXTENSION OF THE GENERALIZED POISSON LOSS DYNAMICS AND CONSISTENCY WITH SINGLE NAMES

BRIGO, DAMIANO, PALLAVICINI, ANDREA, TORRESETTI, ROBERTO

Journal:

International Journal of Theoretical and Applied Finance

Year:

2007

Language:

english

File:

PDF, 342 KB

english, 2007

9

ARBITRAGE-FREE VALUATION OF BILATERAL COUNTERPARTY RISK FOR INTEREST-RATE PRODUCTS: IMPACT OF VOLATILITIES AND CORRELATIONS

BRIGO, DAMIANO, PALLAVICINI, ANDREA, PAPATHEODOROU, VASILEIOS

Journal:

International Journal of Theoretical and Applied Finance

Year:

2011

Language:

english

File:

PDF, 445 KB

english, 2011

10

PRICING COUNTERPARTY RISK INCLUDING COLLATERALIZATION, NETTING RULES, RE-HYPOTHECATION AND WRONG-WAY RISK

BRIGO, DAMIANO, CAPPONI, AGOSTINO, PALLAVICINI, ANDREA, PAPATHEODOROU, VASILEIOS

Journal:

International Journal of Theoretical and Applied Finance

Year:

2013

Language:

english

File:

PDF, 335 KB

english, 2013

11

Impact of multiple curve dynamics in credit valuation adjustments under collateralization

Bormetti, Giacomo, Brigo, Damiano, Francischello, Marco, Pallavicini, Andrea

Journal:

Quantitative Finance

Year:

2017

Language:

english

File:

PDF, 2.32 MB

english, 2017

12

DERIVATIVE PRICING WITH COLLATERALIZATION AND FX MARKET DISLOCATIONS

MORENI, NICOLA, PALLAVICINI, ANDREA

Journal:

International Journal of Theoretical and Applied Finance

Year:

2017

Language:

english

File:

PDF, 376 KB

english, 2017

13

Credit Models and the Crisis (A Journey into CDOs, Copulas, Correlations and Dynamic Models) || Introduction: Credit Modelling Pre- and In-Crisis

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Year:

2012

Language:

english

File:

PDF, 55 KB

english, 2012

14

Myticalins: A Novel Multigenic Family of Linear, Cationic Antimicrobial Peptides from Marine Mussels (Mytilus spp.)

Leoni, Gabriele, De Poli, Andrea, Mardirossian, Mario, Gambato, Stefano, Florian, Fiorella, Venier, Paola, Wilson, Daniel, Tossi, Alessandro, Pallavicini, Alberto, Gerdol, Marco

Journal:

Year:

2017

Language:

english

File:

PDF, 7.45 MB

english, 2017

15

Counterparty Risk and Contingent CDS Valuation Under Correlation Between Interest-Rates and Default

Brigo, Damiano, Pallavicini, Andrea

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 196 KB

english, 2006

16

Smartphone para la autogestión del estrés psicológico: Una evaluación preliminar de una aplicación de Tecnología Positiva.

Serino, Silvia, Cipresso, Pietro, Gaggioli, Andrea, Pallavicini, Federica, Cipress, Sergio, Campanaro, Danilo, Riva, Giuseppe

Journal:

Revista de Psicopatología y Psicología Clínica

Year:

2015

Language:

english

File:

PDF, 511 KB

english, 2015

17

Interest-Rate Modeling with Multiple Yield Curves

Pallavicini, Andrea, Tarenghi, Marco

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 471 KB

english, 2010

18

Invariance, Existence and Uniqueness of Solutions of Nonlinear Valuation PDEs and FBSDEs Inclusive of Credit Risk, Collateral and Funding Costs

Brigo, Damiano, Francischello, Marco, Pallavicini, Andrea

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 435 KB

english, 2015

19

Smiling at Convexity: Bridging Swaption Skews and CMS Adjustments

Mercurio, Fabio, Pallavicini, Andrea

Journal:

SSRN Electronic Journal

Year:

2006

File:

PDF, 186 KB

2006

20

Counterparty Credit Risk, Collateral and Funding (With Pricing Cases for All Asset Classes) || Bilateral CVA-DVA and Interest Rate Products

Brigo, Damiano, Morini, Massimo, Pallavicini, Andrea

Year:

2013

Language:

english

File:

PDF, 343 KB

english, 2013

21

Credit Models and the Crisis (A Journey into CDOs, Copulas, Correlations and Dynamic Models) || Final Discussion and Conclusions

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Year:

2012

Language:

english

File:

PDF, 38 KB

english, 2012

22

Credit Models and the Crisis (A Journey into CDOs, Copulas, Correlations and Dynamic Models) || Bibliography

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Year:

2012

Language:

english

File:

PDF, 43 KB

english, 2012

23

Credit Models and the Crisis (A Journey into CDOs, Copulas, Correlations and Dynamic Models) || Index

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Year:

2012

Language:

english

File:

PDF, 37 KB

english, 2012

24

Credit Models and the Crisis (A Journey into CDOs, Copulas, Correlations and Dynamic Models) || A Fully Consistent Dynamical Model: Generalized-Poisson Loss Model

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Year:

2012

File:

PDF, 108 KB

2012

25

Credit Models and the Crisis (A Journey into CDOs, Copulas, Correlations and Dynamic Models) || Market Quotes

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Year:

2012

File:

PDF, 55 KB

2012

26

Credit Models and the Crisis (A Journey into CDOs, Copulas, Correlations and Dynamic Models) || Consistency across Capital Structure: Implied Copula

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Year:

2012

File:

PDF, 228 KB

2012

27

Credit Models and the Crisis (A Journey into CDOs, Copulas, Correlations and Dynamic Models) || Application to More Recent Data and the Crisis

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Year:

2012

File:

PDF, 2.25 MB

2012

28

Influence of two antimalarials, chloroquine and mefloquine, on human myelopoiesis in vitro

Federico Pallavicini, Andrea Antinori, Giovanni Federico, Giuseppe Maiuro, Paola Mencarini, Enrica Tamburrini

Journal:

Transactions of the Royal Society of Tropical Medicine and Hygiene

Year:

1991

Language:

english

File:

PDF, 174 KB

english, 1991

29

Untersuchung der autoritären Einstellung bei ungarischen StudentInnen

András Ittzés, Roger Csáky-Pallavicini, Tünde Szabó, Gábor Török, Andrea Mesterházy, Teodóra Tomcsányi

Journal:

Österreichische Zeitschrift für Soziologie

Year:

2004

Language:

german

File:

PDF, 110 KB

german, 2004

30

Muscle transcriptome profiling in divergent phenotype swine breeds during growth using microarray and RT-PCR tools

M. D’Andrea, S. Dal Monego, A. Pallavicini, M. Modonut, R. Dreos, B. Stefanon, F. Pilla

Journal:

Animal Genetics

Year:

2011

Language:

english

File:

PDF, 519 KB

english, 2011

31

Controlled Synthesis of Gold Nanostars by Using a Zwitterionic Surfactant

Dr. Alberto Casu, Dr. Elisa Cabrini, Dr. Alice Donà, Dr. Andrea Falqui, Dr. Yuri Diaz-Fernandez, Dr. Chiara Milanese, Prof. Angelo Taglietti, Prof. Piersandro Pallavicini

Journal:

Chemistry - A European Journal

Year:

2012

Language:

english

File:

PDF, 1.14 MB

english, 2012

32

ARBITRAGE-FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS

Damiano Brigo, Agostino Capponi, Andrea Pallavicini

Journal:

Mathematical Finance

Year:

2012

Language:

english

File:

PDF, 680 KB

english, 2012

33

Triton X-100 for three-plasmon gold nanostars with two photothermally active NIR (near IR) and SWIR (short-wavelength IR) channels

Pallavicini, Piersandro, Donà, Alice, Casu, Alberto, Chirico, Giuseppe, Collini, Maddalena, Dacarro, Giacomo, Falqui, Andrea, Milanese, Chiara, Sironi, Laura, Taglietti, Angelo

Journal:

Chemical Communications

Year:

2013

Language:

english

File:

PDF, 1.42 MB

english, 2013

34

The filling strategy of the Borexino experiment

Ianni, Andrea, Pallavicini, Marco

Journal:

International Journal of Modern Physics A

Year:

2014

Language:

english

File:

PDF, 1.21 MB

english, 2014

35

864. Characterization of Transgenic Mice Over-Expressing Arylsulfatase A: Implications for Gene Therapy and Sulfatases Activation Mechanisms

Capotondo, Alessia, Venneri, Mary A., Cosma, Maria P., Pallavicini, Isabella, Ballabio, Andrea, Naldini, Luigi, Biffi, Alessandra

Journal:

Molecular Therapy

Year:

2006

Language:

english

File:

PDF, 99 KB

english, 2006

36

Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks

Brigo, Damiano, Pallavicini, Andrea

Journal:

Journal of Financial Engineering

Year:

2014

Language:

english

File:

PDF, 572 KB

english, 2014

37

Influence of ofloxacin and pefloxacin on human lymphocyte immunoglobulin secretion and on polymorphonuclear leucocyte superoxide anion production

Fantoni, Massimo, Tamburrini, Enrica, Pallavicini, Federico, Antinori, Andrea, Nervo, Properzio

Journal:

Journal of Antimicrobial Chemotherapy

Year:

1988

Language:

english

File:

PDF, 148 KB

english, 1988

38

Aquaporins in Coffea arabica L.: Identification, expression, and impacts on plant water relations and hydraulics

Miniussi, Matilda, Del Terra, Lorenzo, Savi, Tadeja, Pallavicini, Alberto, Nardini, Andrea

Journal:

Plant Physiology and Biochemistry

Year:

2015

Language:

english

File:

PDF, 491 KB

english, 2015

39

Monolayers of gold nanostars with two near-IR LSPRs capable of additive photothermal response

Pallavicini, Piersandro, Basile, Simone, Chirico, Giuseppe, Dacarro, Giacomo, D'Alfonso, Laura, Donà, Alice, Patrini, Maddalena, Falqui, Andrea, Sironi, Laura, Taglietti, Angelo

Journal:

Chemical Communications

Year:

2015

Language:

english

File:

PDF, 2.23 MB

english, 2015

40

Silane-coated magnetic nanoparticles with surface thiol functions for conjugation with gold nanostars

Pallavicini, Piersandro, Cabrini, Elisa, Casu, Alberto, Dacarro, Giacomo, Antonio Diaz-Fernandez, Yuri, Falqui, Andrea, Milanese, Chiara, Vita, Francesco

Journal:

Dalton Transactions

Year:

2015

Language:

english

File:

PDF, 1.48 MB

english, 2015

41

[ACM Press the 3rd 2015 Workshop - Lisbon, Portugal (2015.10.01-2015.10.02)] Proceedings of the 3rd 2015 Workshop on ICTs for improving Patients Rehabilitation Research Techniques - REHAB '15 - Neglect App. Usability of a new application for assessment and rehabilitation of neglect

Pedroli, Elisa, Serino, Silvia, Cipresso, Pietro, Pallavicini, Federica, Giglioli, Irene Alice Chicchi, Guastafierro, Erika, Gaggioli, Andrea, Riva, Giuseppe

Year:

2015

Language:

english

File:

PDF, 308 KB

english, 2015

42

Incidence and Determinants of Bacterial Infections in HIV-Positive Patients Receiving Anti-Pneumocystis carinii/ Toxoplasma gondii Primary Prophylaxis Within a Randomized Clinical Trial

Murri, Rita, Ammassari, Adriana, Pezzotti, Patrizio, Cingolani, Antonella, De Luca, Andrea, Pallavicini, Federico, Grillo, Rita, Antinori, Andrea

Journal:

JAIDS Journal of Acquired Immune Deficiency Syndromes

Year:

2001

File:

PDF, 4.35 MB

2001

43

Incidence and Determinants of Bacterial Infections in HIV-Positive Patients Receiving Anti-Pneumocystis carinii/ Toxoplasma gondii Primary Prophylaxis Within a Randomized Clinical Trial

Murri, Rita, Ammassari, Adriana, Pezzotti, Patrizio, Cingolani, Antonella, De Luca, Andrea, Pallavicini, Federico, Grillo, Rita, Antinori, Andrea

Journal:

JAIDS Journal of Acquired Immune Deficiency Syndromes

Year:

2001

File:

PDF, 4.35 MB

2001

44

A Study on the Incidence of Postoperative Infections and Surgical Sepsis in a University Hospital

Luigi Ortona, Giovanni Federico, Massimo Fantoni, Federico Pallavicini, Francesco Ricci and Andrea Antinori

Journal:

Infection Control

Year:

1987

Language:

english

File:

PDF, 866 KB

english, 1987

45

Synthesis of reduced-size gold nanostars and internalization in SH-SY5Y cells

Dacarro, Giacomo, Pallavicini, Piersandro, Bertani, Serena Maria, Chirico, Giuseppe, D'Alfonso, Laura, Falqui, Andrea, Marchesi, Nicoletta, Pascale, Alessia, Sironi, Laura, Taglietti, Angelo, Zuddas,

Journal:

Journal of Colloid and Interface Science

Year:

2017

Language:

english

File:

PDF, 1.31 MB

english, 2017

46

[IEEE 2017 14th IEEE Annual Consumer Communications & Networking Conference (CCNC) - Las Vegas, NV, USA (2017.1.8-2017.1.11)] 2017 14th IEEE Annual Consumer Communications & Networking Conference (CCNC) - How web design influences user experience: A multi-modal method for real-time assessment during web browsing

Caldiroli, Cristina Liviana, Garbo, Roberta, Pallavicini, Federica, Antonietti, Alessandro, Mangiatordi, Andrea, Mantovani, Fabrizia

Year:

2017

Language:

english

File:

PDF, 214 KB

english, 2017

47

Counterparty Credit Risk, Collateral and Funding (With Pricing Cases for All Asset Classes) || Unilateral CVA for FX

Brigo, Damiano, Morini, Massimo, Pallavicini, Andrea

Year:

2013

Language:

english

File:

PDF, 360 KB

english, 2013

48

Counterparty Credit Risk, Collateral and Funding (With Pricing Cases for All Asset Classes) || Context

Brigo, Damiano, Morini, Massimo, Pallavicini, Andrea

Year:

2013

Language:

english

File:

PDF, 160 KB

english, 2013

49

Rough volatility: evidence from option prices

Livieri, Giulia, Mouti, Saad, Pallavicini, Andrea, Rosenbaum, Mathieu

Journal:

IISE Transactions

Year:

2018

Language:

english

File:

PDF, 1.19 MB

english, 2018

50

Evolution of transcriptome profiles during muscle development in Casertana and cosmopolite pig breeds

D’Andrea, Mariasilvia, Pallavicini, Alberto, Dal Monego, Simeone, Dreos, Renè, Guiatti, Denis, Pilla, Fabio

Journal:

Italian Journal of Animal Science

Year:

2009

Language:

english

File:

PDF, 356 KB

english, 2009