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Bunwong, Kornkanok's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
595 |
Total
Citations
1 |
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1.
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Numpacharoen, Kawee
Phatra Securities Bunwong, Kornkanok
Mahidol University - Department of Mathematics
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03 Jul 11
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Last Revised:
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15 Aug 12
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460
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implied volatility, option pricing, Black-Scholes formula, European options
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2.
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Numpacharoen, Kawee
Phatra Securities Bunwong, Kornkanok
Mahidol University - Department of Mathematics
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06 Jan 12
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Last Revised:
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15 Aug 12
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135
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Adjusting correlation, stress testing, correlation matrix
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3.
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Numpacharoen, Kawee
Phatra Securities Bunwong, Kornkanok
Mahidol University - Department of Mathematics
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24 Jan 12
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Last Revised:
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14 Aug 12
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adjusting correlation, stress testing, correlation matrix, boundaries, lower bound, upper bound, nearest correlation matrix
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Records 1 -
3
of 3 matches
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