Model apocalypto

von Tunaru, Radu
Veröffentlicht in Preparing for the next financial crisis (2017)

Model risk in financial markets : from financial engineering to risk management

von Tunaru, Radu
Veröffentlicht 2015

Dividend derivatives

von Tunaru, Radu
Veröffentlicht in Quantitative finance (2018)

Model risk in financial markets : from financial engineering to risk management

von Tunaru, Radu
Veröffentlicht 2015

Real-estate derivatives : from econometrics to financial engineering

von Tunaru, Radu
Veröffentlicht 2017

Model risk in financial markets : from financial engineering to risk management

von Tunaru, Radu
Veröffentlicht 2015

Pricing options on interest rate instruments

von Tunaru, Radu
Veröffentlicht in Handbook of finance ; Vol. 3: Valuation, financial modeling, and quantitative tools (2008)

Political risk in Taiwan : valuing the doubly stochastic China factor

von Clark, Ephraim
Veröffentlicht in Global financial markets (2004)

A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches

von Cantia, Catalin
Veröffentlicht in Insurance / Mathematics & economics (2017)

The SKEW index : Extracting what has been left

von Bevilacqua, Mattia
Veröffentlicht in Journal of financial stability (2021)

Emerging markets : investing with political risk

von Clark, Ephraim
Veröffentlicht in Multinational finance journal (2001)

The evolution of international geo-political risk 1956 - 2001

von Clark, Ephraim
Veröffentlicht in Financial crises, sovereign risk and the role of institutions (2013)

Coherent risk measures under filtered historical simulation

von Giannopoulos, Kostas
Veröffentlicht in Journal of banking & finance (2005)

Parameter estimation risk in asset pricing and risk management : a Bayesian approach

von Tunaru, Radu
Veröffentlicht in International review of financial analysis (2017)

Quantification of political risk with multiple dependent sources

von Clark, Ephraim
Veröffentlicht in Journal of economics and finance (2003)

Commercial real-estate inventory and theory of storage

von Geman, Hélyette
Veröffentlicht in The journal of futures markets (2013)

Quantifying the uncertainty in VaR and expected shortfall estimates

von Stanescu, Silvia
Veröffentlicht in Handbook of research methods and applications in empirical finance (2013)

Preparing for the next financial crisis : policies, tools and models

Veröffentlicht 2017

Risk management in freight markets with forwards and options contracts

von George, Juby
Veröffentlicht in Handbook of finance ; Vol. 3: Valuation, financial modeling, and quantitative tools (2008)

On some inconsistencies in modeling credit portfolio products

von Fabozzi, Frank J.
Veröffentlicht in International journal of theoretical and applied finance (2007)