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Modeling risk-weighted assets and the risk sensitivity of related capital requirements
Eberlein, Ernst; Madan, Dilip B.; Schoutens, Wim - In: Journal of risk 16 (2013) 2, pp. 3-23
Persistent link: https://www.econbiz.de/10010237932
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Markets, profits, capital, leverage and return
Carr, Peter; Madan, Dilip B.; Alvarez, Juan Jose Vicente - In: Journal of risk 14 (2011/12) 1, pp. 95-122
Persistent link: https://www.econbiz.de/10011301314
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On correlating Lévy processes
Eberlein, Ernst; Madan, Dilip B. - In: Journal of risk 13 (2010/11) 1, pp. 3-16
Persistent link: https://www.econbiz.de/10008699159
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Pricing to acceptability : with applications to valuation of one’s own credit risk
Eberlein, Ernst; Gehrig, Thomas; Madan, Dilip B. - In: Journal of risk 15 (2012/13) 1, pp. 91-120
Persistent link: https://www.econbiz.de/10009657963
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Acceptability bounds for forward starting options using disciplined convex programming
Madan, Dilip B.; Wang, King - In: Journal of risk 19 (2016) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10013177069