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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: The journal of business : B 79 (2006) 4, pp. 1955-1987
Persistent link: https://www.econbiz.de/10003378503
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Saddlepoint methods for option pricing
Carr, Peter; Madan, Dilip B. - In: The journal of computational finance 13 (2009/10) 1, pp. 49-61
Persistent link: https://www.econbiz.de/10003969743
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Short positions, rally fears and option markets
Eberlein, Ernst; Madan, Dilip B. - In: Applied mathematical finance 17 (2010) 1/2, pp. 83-98
Persistent link: https://www.econbiz.de/10003975322
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Markets as a counterparty : an introduction to conic finance
Madan, Dilip B.; Cherny, Alexander - In: International journal of theoretical and applied finance 13 (2010) 8, pp. 1149-1177
Persistent link: https://www.econbiz.de/10008906182
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Returns of claims on the upside and the viability of U-shaped pricing kernels
Bakshi, Gurdip S.; Madan, Dilip B.; Panayotov, George - In: Journal of financial economics 97 (2010) 1, pp. 130-154
Persistent link: https://www.econbiz.de/10003991462
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Deducing the implications of jump models for the structure of stock market crashes, rallies, jump arrival rates, and extremes
Bakshi, Gurdip S.; Madan, Dilip B.; Panayotov, George - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 380-396
Persistent link: https://www.econbiz.de/10008736201
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Stochastic processes in finance
Madan, Dilip B. - In: Annual review of financial economics 2 (2010), pp. 277-314
Persistent link: https://www.econbiz.de/10008797755
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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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Conic coconuts : the pricing of contingent capital notes using conic finance
Madan, Dilip B.; Schoutens, Wim - In: Mathematics and financial economics 4 (2011) 2, pp. 87-106
Persistent link: https://www.econbiz.de/10008987827
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On pricing contingent capital notes
Madan, Dilip B. - In: Recent advances in financial engineering 2011: …, (pp. 21-42). 2012
Persistent link: https://www.econbiz.de/10009573490