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Fingerprint Dive into the research topics where Andrea Consiglio is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Term Structure of Interest Rates Mathematics
Double Auction Mathematics
Conditional Value at Risk Mathematics
Insurance Mathematics
Sustainability Mathematics
Interest Rates Mathematics
Financial Markets Mathematics
Modeling Mathematics

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Research Output 2004 2018

Contingent Convertible Bonds for Sovereign Debt Risk Management

Consiglio, A. & Zenios, S. A., 2018, In : Default journal. 9, p. 1-24 24 p.

Research output: Contribution to journalArticle

Portfolio diversification in the sovereign credit swap markets

Consiglio, A., Lotfi, S. & Zenios, S. A., 2018, In : Default journal. 266, p. 5-33 29 p.

Research output: Contribution to journalArticle

Credit
Swaps
Credit default swaps
Portfolio diversification
Euro zone

Pricing and hedging GDP-linked bonds in incomplete markets

Consiglio, A. & Zenios, S. A., 2018, In : Default journal. 88, p. 137-155 19 p.

Research output: Contribution to journalArticle

Hedging
Incomplete markets
Pricing
Coupons
Risk factors

Pricing Sovereign contingent convertible debt

Tumminello, M., Consiglio, A. & Zenios, S. A., 2018, In : Default journal. 21, p. 1-34 34 p.

Research output: Contribution to journalArticle

Projects 2004 2018