3

Expected Shortfall and Portfolio Management in Contagious Markets

Year:
2019
Language:
english
File:
PDF, 1.43 MB
english, 2019
4

Pricing and hedging of derivatives in contagious markets

Year:
2016
Language:
english
File:
PDF, 601 KB
english, 2016
5

A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES

Year:
2012
Language:
english
File:
PDF, 513 KB
english, 2012
6

PRICING OF TRAFFIC LIGHT OPTIONS AND OTHER HYBRID PRODUCTS

Year:
2009
Language:
english
File:
PDF, 347 KB
english, 2009
7

Constant proportion portfolio insurance strategies in contagious markets

Year:
2018
Language:
english
File:
PDF, 845 KB
english, 2018
9

Sato Processes in Default Modelling

Year:
2010
Language:
english
File:
PDF, 358 KB
english, 2010
12

Central clearing of OTC derivatives: Bilateral vs multilateral netting

Year:
2014
Language:
english
File:
PDF, 843 KB
english, 2014
15

Central Clearing of OTC Derivatives: Bilateral vs Multilateral Netting

Year:
2012
Language:
english
File:
PDF, 582 KB
english, 2012
17

Expected Shortfall and Portfolio Management in Contagious Markets

Year:
2018
Language:
english
File:
PDF, 1.15 MB
english, 2018
19

On Smoluchowski's coagulation equation

Year:
1988
Language:
english
File:
PDF, 161 KB
english, 1988
24

International pH Scales and Certification of pH

Year:
1991
Language:
english
File:
PDF, 8.22 MB
english, 1991
28

International pH scales and certification of pH

Year:
1991
Language:
english
File:
PDF, 5.18 MB
english, 1991
29

Pricing and Hedging of Derivatives in Contagious Markets

Year:
2014
Language:
english
File:
PDF, 329 KB
english, 2014