Zobrazeno 1 - 10
of 42
pro vyhledávání: '"Evan Papageorgiou"'
Autor:
Harald Finger, Kenichiro Kashiwase, Pragyan Deb, Siddharth Kothari, Anne Oeking, Evan Papageorgiou, Yosuke Kido, Henry Hoyle
Publikováno v:
Departmental Papers. 2022:1
Autor:
Elena Loukoianova, Yong Sarah Zhou, Sarwat Jahan, Natasha Che, Mike Li, Umang Rawat, Evan Papageorgiou, Ankita Goel
Publikováno v:
FinTech Notes. 2022:1
Autor:
Marco Arena, Tingyun Chen, Seung Choi, Nan Geng, Cheikh Gueye, Tonny Lybek, Evan Papageorgiou, Yuanyan Sophia Zhang
Publikováno v:
Departmental Papers / Policy Papers. 20
Macroprudential policy in Europe aligns with the objective of limiting systemic risk, namely the risk of widespread disruption to the provision of financial services that is caused by an impairment of all or parts of the financial system and that can
Publikováno v:
SSRN Electronic Journal.
The COVID-19 pandemic led many emerging market central banks to adopt, for the first time, unconventional policies in the form of asset purchase programs. In this study, we analyze the effects of these announcements on domestic financial markets usin
Autor:
Rohit Goel, Evan Papageorgiou
Publikováno v:
Global Financial Stability Notes. 2021:1
Autor:
Ronnie Sircar, Evan Papageorgiou
Publikováno v:
Applied Mathematical Finance. 16:353-383
The pricing of collateralized debt obligations and other basket credit derivatives is contingent upon (i) a realistic modeling of the firms' default times and the correlation between them, and (ii) efficient computational methods for computing the po
Autor:
Evan Papageorgiou, Ronnie Sircar
Publikováno v:
Applied Mathematical Finance. 15:73-105
We study the pricing of defaultable derivatives, such as bonds, bond options, and credit default swaps in the reduced form framework of intensity‐based models. We use regular and singular perturbation expansions on the intensity of default from whi
Autor:
Ronnie Sircar, Evan Papageorgiou
Publikováno v:
PAMM. 7:1081301-1081302
We discuss a computationally tractable approach to the valuation of multiname credit derivatives employing name grouping for dimension reduction, and singular perturbation approximations for model robustness. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA
Publikováno v:
In Journal of International Money and Finance May 2015 53:218-234
Autor:
Whitley, Angus (AUTHOR)
Publikováno v:
Bloomberg.com. 7/3/2024, pN.PAG-N.PAG. 1p.