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Constantinou, Nick's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
660 |
Total
Citations
2 |
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1.
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Molina Utrilla, Jose
University of Essex - Centre for Computational Finance and Economic Agents Constantinou, Nick
University of Essex - Essex Business School
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28 May 10
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Last Revised:
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24 Apr 11
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192
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Default Probabilities, Logistic Regression, Markov Chain, Credit Risk
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2.
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Takeyama, Azusa
University of Essex Constantinou, Nick
University of Essex - Essex Business School Vinogradov, Dmitri
University of Essex
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30 Oct 10
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Last Revised:
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25 Nov 11
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144
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1
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Credit Default Swap (CDS), Loss Given Default (LGD), Volatility Surface
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3.
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Khuman, Anil
University of Essex - Centre for Computational Finance and Economic Agents Constantinou, Nick
University of Essex - Essex Business School Phelps, Steve
University of Essex - Centre for Computational Finance and Economic Agents
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138
(105,097)
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Constant Proportion Portfolio Insurance, Rachets, Cumulative Prospect Theory, Adaptive Reference Point
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4.
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Díaz Hernández, Adán
Instituto Tecnologico y de Estudios Superiores de Monterrey (ITESM) Constantinou, Nick
University of Essex - Essex Business School
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01 Dec 10
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Last Revised:
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29 Jul 11
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95
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GARCH, Regime-switching, volatility forecast, risk measurement
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5.
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Takeyama, Azusa
University of Essex Constantinou, Nick
University of Essex - Essex Business School Vinogradov, Dmitri
University of Essex
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91
(145,002)
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1
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probability of default (PD), option pricing under credit risk, perturbation method
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Records 1 -
5
of 5 matches
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