Beyond convexity.
- Published in:
- Quantitative Finance, 2021, v. 21, n. 7, p. 1067, doi. 10.1080/14697688.2021.1911149
- By:
- Publication type:
- Article
Works matching IS 1469-7688 AND VI 21 AND IP 7 AND DT 2021
Results: 11
1
2
The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution: by Gregory Zuckerman, Portfolio/Penguin (2019), 384 pp., illustrated, $30. Paperback. ISBN 9780735217980.
- Published in:
- 2021
- By:
- Publication type:
- Book Review
3
Computation of expected shortfall by fast detection of worst scenarios.
- Published in:
- Quantitative Finance, 2021, v. 21, n. 7, p. 1087, doi. 10.1080/14697688.2021.1880618
- By:
- Publication type:
- Article
4
A note on the option price and 'Mass at zero in the uncorrelated SABR model and implied volatility asymptotics'.
- Published in:
- Quantitative Finance, 2021, v. 21, n. 7, p. 1083, doi. 10.1080/14697688.2021.1876908
- By:
- Publication type:
- Article
5
Refinement by reducing and reusing random numbers of the Hybrid scheme for Brownian semistationary processes.
- Published in:
- Quantitative Finance, 2021, v. 21, n. 7, p. 1127, doi. 10.1080/14697688.2020.1866209
- By:
- Publication type:
- Article
6
Bond indifference prices.
- Published in:
- Quantitative Finance, 2021, v. 21, n. 7, p. 1223, doi. 10.1080/14697688.2020.1865560
- By:
- Publication type:
- Article
7
Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme.
- Published in:
- Quantitative Finance, 2021, v. 21, n. 7, p. 1147, doi. 10.1080/14697688.2020.1861320
- By:
- Publication type:
- Article
8
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution.
- Published in:
- Quantitative Finance, 2021, v. 21, n. 7, p. 1207, doi. 10.1080/14697688.2020.1849778
- By:
- Publication type:
- Article
9
Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing.
- Published in:
- Quantitative Finance, 2021, v. 21, n. 7, p. 1187, doi. 10.1080/14697688.2020.1844283
- By:
- Publication type:
- Article
10
Backtesting expected shortfall and beyond.
- Published in:
- Quantitative Finance, 2021, v. 21, n. 7, p. 1109, doi. 10.1080/14697688.2020.1834120
- By:
- Publication type:
- Article
11
Multilayer information spillover networks: measuring interconnectedness of financial institutions.
- Published in:
- Quantitative Finance, 2021, v. 21, n. 7, p. 1163, doi. 10.1080/14697688.2020.1831047
- By:
- Publication type:
- Article