Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Chourdakis, Kyriakos"'
Autor:
Brigo, Damiano, Chourdakis, Kyriakos
This paper deals with dependence across marginally exponentially distributed arrival times, such as default times in financial modeling or inter-failure times in reliability theory. We explore the relationship between dependence and the possibility t
Externí odkaz:
http://arxiv.org/abs/1204.2090
It is commonly accepted that Commodities futures and forward prices, in principle, agree under some simplifying assumptions. One of the most relevant assumptions is the absence of counterparty risk. Indeed, due to margining, futures have practically
Externí odkaz:
http://arxiv.org/abs/0901.1099
Publikováno v:
In Journal of Empirical Finance September 2014 28:151-170
Autor:
Chourdakis, Kyriakos a, Dotsis, George b, ⁎
Publikováno v:
In Journal of Empirical Finance 2011 18(3):533-545
Autor:
BRIGO, DAMIANO1 damiano.brigo@fitchsolutions.com, CHOURDAKIS, KYRIAKOS2 kchour@essex.ac.uk
Publikováno v:
International Journal of Theoretical & Applied Finance. Nov2009, Vol. 12 Issue 7, p1007-1026. 20p. 6 Charts, 1 Graph.
Autor:
Chourdakis, Kyriakos
A regime switching model in continuous time is introduced where a variety of jumps are allowed in addition to the diffusive component. The characteristic function of the process is derived in closed form, and is subsequently employed to create the li
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::40b21c7bec4d042b83fa80acece1e47e
https://hdl.handle.net/10419/62915
https://hdl.handle.net/10419/62915
Autor:
McCarthy, Justin, Vasiliu, Laurentiu, Grody, Allan D., Muckley, Cal, Lawrence, Donald, Zervoudakis, Fokion, Tabet, Said, van Grondelle, Jeroen, Bouras, Thanassis, Fernandes, Kiran, Krintas, Theodoros, Xidonas, Panos, Chourdakis, Kyriakos, Koumpis, Adamantios
Publikováno v:
Collaborative Systems for Reindustrialization; 2013, p737-744, 8p
Autor:
Chourdakis, Kyriakos1 k.chourdakis@qmul.ac.uk
Publikováno v:
Journal of Derivatives. Spring2004, Vol. 11 Issue 3, p10-25. 16p.
Autor:
Chourdakis, Kyriakos
Publikováno v:
Asia-Pacific Financial Markets; Dec2005, Vol. 12 Issue 4, p333-352, 20p, 5 Graphs