Feedback to SSRN

 
  • Selected
  • Entire List
 

Farkas, Walter


 SSRN Author Rank: 6,984 by Downloads
 

University of Zurich, Department of Banking and Finance


 Plattenstrasse 14
 CH-8032 Zurich, Zurich 8032
 Switzerland
 +41-44-634 3953 (Phone)
 +41-44-634 4345 (Fax)
 email address
 

Swiss Finance Institute


 c/o University of Geneve
 40, Bd du Pont-d'Arve
 1211 Geneva, CH-6900
 Switzerland
 email address

 

ETH Zürich - Department of Mathematics


 ETH Zentrum HG-F 42.1
 Raemistr. 101
 CH-8092 Zurich, 8092
 Switzerland
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Farkas, Walter's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,806
Total
Citations
6
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Abbate, Donato
Deloitte AG, Risk and Performance Management Group
Gourier, Elise
Princeton University
Farkas, Walter
University of Zurich, Department of Banking and Finance
Posted:
15 Jul 08
Last Revised:
27 Nov 13
709
(19,565)
3

2.  
Egloff, Daniel
QuantAlea GmbH
Leippold, Markus
University of Zurich - Department of Banking and Finance
Farkas, Walter
University of Zurich, Department of Banking and Finance
Posted:
12 Sep 05
596
(24,971)
1

3.  
Local Volatility of Volatility for the VIX Market | Show Abstract | Download |
Review of Derivatives Research, 16(3), 267-293, (2013)
Accepted Paper Series
Drimus, Gabriel G.
Institute of Banking and Finance, University of Zürich
Farkas, Walter
University of Zurich, Department of Banking and Finance
Posted:
11 Dec 11
Last Revised:
09 Oct 13
567
(26,822)
1

4.  
Valuation of Options on Discretely Sampled Variance: A General Analytic Approximation | Show Abstract | Download |
The Journal of Computational Finance, Forthcoming
Accepted Paper Series
Drimus, Gabriel G.
Institute of Banking and Finance, University of Zürich
Farkas, Walter
University of Zurich, Department of Banking and Finance
Gourier, Elise
Princeton University
Posted:
04 Nov 10
Last Revised:
10 Aug 14
313
(56,745)
 

5.  
Necula, Ciprian
Bucharest University of Economic Studies, Department of Money and Banking
Drimus, Gabriel G.
Institute of Banking and Finance, University of Zürich
Farkas, Walter
University of Zurich, Department of Banking and Finance
Posted:
02 Feb 13
304
(58,474)
 

6.  
Farkas, Walter
University of Zurich, Department of Banking and Finance
Koch-Medina, Pablo
University of Zurich - Department of Banking and Finance
Munari, Cosimo
Swiss Federal Institute of Technology Zurich - Department of Mathematics
Posted:
25 Jan 12
Last Revised:
11 Mar 14
300
(59,346)
 

7.  
Farkas, Walter
University of Zurich, Department of Banking and Finance
Schwab, Christoph
Swiss Federal Institute of Technology Zurich - Department of Mathematics
Posted:
17 May 06
295
(60,490)
 

8.  
Capital Requirements with Defaultable Securities | Show Abstract | Download |
Insurance: Mathematics and Economics, 55 (2014), Swiss Finance Institute Research Paper No. 13-66
Accepted Paper Series
Farkas, Walter
University of Zurich, Department of Banking and Finance
Koch-Medina, Pablo
University of Zurich - Department of Banking and Finance
Munari, Cosimo
Swiss Federal Institute of Technology Zurich - Department of Mathematics
Posted:
01 Dec 11
Last Revised:
11 Mar 14
203
(89,895)
1

9.  
Beyond Cash-Additive Risk Measures: When Changing the Numeraire Fails | Show Abstract | Download |
Finance Stochastics, 18(1), 145-173 (2014), Swiss Finance Institute Research Paper No. 13-67
Accepted Paper Series
Farkas, Walter
University of Zurich, Department of Banking and Finance
Koch-Medina, Pablo
University of Zurich - Department of Banking and Finance
Munari, Cosimo
Swiss Federal Institute of Technology Zurich - Department of Mathematics
Posted:
09 May 12
Last Revised:
11 Mar 14
168
(107,518)
 

10.  
Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams | Show Abstract | Download |
Quantitative Finance, Vol. 13, No. 11, 1801–1812, (2013), Swiss Finance Institute Research Paper No. 13-68
Accepted Paper Series
Bachem, Olivier
Swiss Federal Institute of Technology Zurich - Department of Mathematics
Drimus, Gabriel G.
Institute of Banking and Finance, University of Zürich
Farkas, Walter
University of Zurich, Department of Banking and Finance
Posted:
08 Nov 12
Last Revised:
23 Dec 13
148
(120,255)
 

11.  
Capital Levels and Risk-Taking Propensity in Financial Institutions | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-33
Working Paper Series
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Farkas, Walter
University of Zurich, Department of Banking and Finance
Koch-Medina, Pablo
University of Zurich - Department of Banking and Finance
Posted:
08 Jun 13
125
(138,288)
 

12.  
Drimus, Gabriel G.
Institute of Banking and Finance, University of Zürich
Necula, Ciprian
Bucharest University of Economic Studies, Department of Money and Banking
Farkas, Walter
University of Zurich, Department of Banking and Finance
Posted:
05 Nov 13
78
(191,153)
 


Records 1 - 12 of 12 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo5 in 0.187 seconds