South Kensington Campus
Exhibition Road
London, Greater London SW7 2AZ
United Kingdom
Imperial College London
collateralized loans, animal spirits, confidence indices, market-consistent valuation, numeraire portfolio, structural credit risk models
jump-diffusion processes, Markov chains, piecewise deterministic process, risk-sensitive control, animal spirits, fund separation result, Kelly strategies.
animal spirits, behavioural finance, value at risk, hidden Markov models, estimation
Pricing Kernel, Market Information, Noise, Risk Premium, Financial Bubble