1

Expected Shortfall and Portfolio Management in Contagious Markets

Year:
2019
Language:
english
File:
PDF, 1.43 MB
english, 2019
2

Pricing and hedging of derivatives in contagious markets

Year:
2016
Language:
english
File:
PDF, 601 KB
english, 2016
3

A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES

Year:
2012
Language:
english
File:
PDF, 513 KB
english, 2012
4

PRICING OF TRAFFIC LIGHT OPTIONS AND OTHER HYBRID PRODUCTS

Year:
2009
Language:
english
File:
PDF, 347 KB
english, 2009
5

Constant proportion portfolio insurance strategies in contagious markets

Year:
2018
Language:
english
File:
PDF, 845 KB
english, 2018
7

Sato Processes in Default Modelling

Year:
2010
Language:
english
File:
PDF, 358 KB
english, 2010
8

Central clearing of OTC derivatives: Bilateral vs multilateral netting

Year:
2014
Language:
english
File:
PDF, 843 KB
english, 2014
10

Central Clearing of OTC Derivatives: Bilateral vs Multilateral Netting

Year:
2012
Language:
english
File:
PDF, 582 KB
english, 2012
11

Expected Shortfall and Portfolio Management in Contagious Markets

Year:
2018
Language:
english
File:
PDF, 1.15 MB
english, 2018
13

Pricing and Hedging of Derivatives in Contagious Markets

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