Finance at Fields
Latest Publications

TOTAL DOCUMENTS

26
(FIVE YEARS 0)

H-INDEX

3
(FIVE YEARS 0)

Published By WORLD SCIENTIFIC

9789814407885, 9789814407892
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

STRESS TESTING THE RESILIENCE OF FINANCIAL NETWORKS

2012 ◽  
pp. 17-36 ◽  
Author(s):  
HAMED AMINI ◽  
RAMA CONT ◽  
ANDREEA MINCA
Keyword(s):  
Stress Testing ◽  
Financial Networks

VALUATION AND HEDGING OF CDS COUNTERPARTY EXPOSURE IN A MARKOV COPULA MODEL

2012 ◽  
pp. 75-113 ◽  
Author(s):  
T. R. BIELECKI ◽  
S. CRÉPEY ◽  
M. JEANBLANC ◽  
B. ZARGARI
Keyword(s):  
Copula Model

CONIC FINANCE AND THE CORPORATE BALANCE SHEET

2012 ◽  
pp. 451-474
Author(s):  
DILIP B. MADAN ◽  
WIM SCHOUTENS
Keyword(s):  
Balance Sheet ◽  
Conic Finance

PORTFOLIO OPTIMIZATION UNDER PARTIAL INFORMATION WITH EXPERT OPINIONS

2012 ◽  
pp. 265-282
Author(s):  
RÜDIGER FREY ◽  
ABDELALI GABIH ◽  
RALF WUNDERLICH
Keyword(s):  
Portfolio Optimization ◽  
Partial Information ◽  
Expert Opinions

scholarly journals INFORMATION-BASED ASSET PRICING

2012 ◽  
pp. 115-150
Author(s):  
DORJE C. BRODY ◽  
LANE P. HUGHSTON ◽  
ANDREA MACRINA
Keyword(s):  
Asset Pricing

scholarly journals CONDITIONAL DENSITY MODELS FOR ASSET PRICING

2012 ◽  
pp. 225-248
Author(s):  
DAMIR FILIPOVIĆ ◽  
LANE P. HUGHSTON ◽  
ANDREA MACRINA
Keyword(s):  
Asset Pricing ◽  
Conditional Density

scholarly journals OPTIMAL EXERCISE OF AN EXECUTIVE STOCK OPTION BY AN INSIDER

2012 ◽  
pp. 475-498
Author(s):  
MICHAEL MONOYIOS ◽  
ANDREW NG
Keyword(s):  
Stock Option ◽  
Executive Stock Option
Load More ...
Sign in / Sign up

Export Citation Format

Share Document