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  • Chebyshev polynomial approximation to approximate partial differential equations 

    Caporale, Guglielmo Maria; Cerrato, Mario (University of GlasgowBrunel UniversityLondon Metropolitan University, 2008)
    This paper suggests a simple method based on Chebyshev approximation at Chebyshev nodes to approximate partial differential equations. The methodology simply consists in determining the value function by using a set of ...
  • Why do UK banks securitize? 

    Cerrato, Mario; Choudhry, Moorad; Crosby, John; Olukuru, John (University of GlasgowBrunel University, 2012)
    The eight years from 2000 to 2008 saw a rapid growth in the use of securitization by UK banks. We aim to identify the reasons that contributed to this rapid growth. The time period (2000 to 2010) covered by our study is ...

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