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Quantitative Analytics
Barclays Capital
5 Colonade London E14 5LE United Kingdom 022031346761 (Phone)
email address
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Credit Risk Analytics
Lehman Brothers Europe
London United Kingdom
email address
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Toronto-Dominion (TD) Bank Financial Group - TD Securities
6th Floor TD Tower, 66 Willington Street West Toronto, Ontario M5K 1A2 Canada
email address
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Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
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Alavian, Shahram's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
2,567 |
Total
Citations
0 |
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1.
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Alavian, Shahram Ding, Jie Lehman Brothers Whitehead, Peter Lehman Brothers Laudicina, Leonardo Lehman Brothers
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02 Dec 08
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Last Revised:
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19 Oct 10
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1,795
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2.
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Alavian, Shahram
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14 Jun 11
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Last Revised:
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02 Feb 12
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405
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funding value adjustment, funding cost, fair value adjustment, CVA
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3.
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Alavian, Shahram Koehler, Etienne University of Paris 1 Pantheon-Sorbonne
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06 Jun 11
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Last Revised:
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14 Feb 12
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182
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CVA, VaR, Basel III, Regulatory Capital
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4.
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Alavian, Shahram
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61
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Counterpaty; Exotic Trades, Expected Exposure, Potential Future Exposure
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5.
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Alavian, Shahram
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04 Jun 09
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Last Revised:
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06 Jul 09
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56
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Monte carlo Simulation, Risk Management
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6.
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Alavian, Shahram
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46
(207,940)
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7.
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Alavian, Shahram
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22
(268,387)
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8.
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Alavian, Shahram
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Longstaff-Schwarts, LSM, Monte Carlo, Stopping Time, Bermudan option, American Option
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Records 1 -
8
of 8 matches
[
1
]
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