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Dividend derivatives
Tunaru, Radu - 2014
Persistent link: https://www.econbiz.de/10010469226
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Testing the systemic risk differences in banks
Jokivuolle, Esa; Tunaru, Radu; Vioto, Davide - 2018
This paper contains a testing framework for the reliability of systemic risk measurement of banks, using the three leading market-based measures of systemic risk. We test whether the difference within the same category and across dfferent categories of systemic risk of individual banks is...
Persistent link: https://www.econbiz.de/10012148352
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CMCDS premia implicit in the term structure of corporate CDS spreads
Leccadito, Arturo (contributor); Tunaru, Radu (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806872
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Investment strategies with VIX and VSTOXX
Stanescu, Silvia; Tunaru, Radu - 2012
Persistent link: https://www.econbiz.de/10010354452
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Analysing the difference between forward and futures prices for the UK commercial property market
Stanescu, Silvia; Candradewi, Made Reina; Tunaru, Radu - 2012
Persistent link: https://www.econbiz.de/10010354454
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Pricing and hedging basket options with exact moment matching
Tunaru, Radu; Paletta, Tommaso; Leccadito, Arturo - 2014
Persistent link: https://www.econbiz.de/10010355722
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An improved method for pricing and hedging American options
Paletta, Tommaso; Stanescu, Silvia; Tunaru, Radu - 2014
Persistent link: https://www.econbiz.de/10010469219
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Options-based systemic risk, financial distress, and macroeconomic downturns
Bevilacqua, Mattia; Tunaru, Radu; Vioto, Davide - 2020
Persistent link: https://www.econbiz.de/10012487378
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A cost-benefit analysis of capital requirements adjusted for model risk
Farkas, Walter; Fringuellotti, Fulvia; Tunaru, Radu - 2020
Persistent link: https://www.econbiz.de/10012419436