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Three non-Gaussian models of dependence in returns
Madan, Dilip B.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 107-130)
.
2016
Persistent link: https://www.econbiz.de/10011800343
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2
Variance swap portfolio theory
Madan, Dilip B.
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 183-194)
.
2010
Persistent link: https://www.econbiz.de/10008749280
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3
On pricing contingent capital notes
Madan, Dilip B.
- In:
Recent advances in financial engineering 2011: …
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(pp. 21-42)
.
2012
Persistent link: https://www.econbiz.de/10009573490
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4
Incomplete diversification and asset pricing
Madan, Dilip B.
;
Milne, Frank
;
Elliott, Robert J.
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 101-124)
.
2002
Persistent link: https://www.econbiz.de/10001672227
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5
Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank Xiaoling
- In:
Credit risk : models, derivatives, and management
,
(pp. 155-180)
.
2008
Persistent link: https://www.econbiz.de/10003718458
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6
Asset allocation with multivariate non-Gaussian returns
Madan, Dilip B.
;
Yen, Ju-Yi J.
- In:
Financial engineering
,
(pp. 949-969)
.
2008
Persistent link: https://www.econbiz.de/10003567851
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7
Risk exposure valuation using measure distortions : an overview
Madan, Dilip B.
- In:
Options - 45 years since the publication of the …
,
(pp. 469-482)
.
2023
Persistent link: https://www.econbiz.de/10014366668
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8
Disaster management in India
Madan, D.
- In:
Catastrophic risks and insurance : proceedings, [OECD …
,
(pp. 381-392)
.
2005
Persistent link: https://www.econbiz.de/10003158601
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9
Hunting for black swans in the European banking sector using extreme value analysis
Beirlant, Jan
;
Schoutens, Wim
;
De Spiegeleer, Jan
; …
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 147-166)
.
2016
Persistent link: https://www.econbiz.de/10011800355
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10
Portfolio insurances, CPPI and CPDO, truth or illusion?
Joossens, Elisabeth
;
Schoutens, Wim
- In:
Alternative investments and strategies : credit, …
,
(pp. 259-294)
.
2010
Persistent link: https://www.econbiz.de/10008655200
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