Nikos Christofides

Imperial College London - Imperial College of Science, Technology and Medicine

Management School Centre for Quantitative Finance

London SW7 2BT

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

160

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Risk Exchange With Distorted Probabilities

The final version of this article appeared as: Tsanakas A., N. Christofides (2006), ''Risk exchange with distorted probabilities'', Astin Bulletin, 36(1), p.219-243.
Number of pages: 26 Posted: 13 Aug 2007 Last Revised: 03 Jan 2014
Andreas Tsanakas and Nikos Christofides
City University London - Cass Business School and Imperial College London - Imperial College of Science, Technology and Medicine
Downloads 160 (192,608)
Citation 2

Abstract:

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2.

A Tree-Based Algorithm for Risk Management of Interest Rate Derivatives Portfolios

Posted: 22 Aug 1998
Konstantinos Kiriakopoulos, Nikos Christofides and Gerry Salkin
Imperial College London - Imperial College of Science, Technology and Medicine, Imperial College London - Imperial College of Science, Technology and Medicine and Imperial College London - Imperial College of Science, Technology and Medicine

Abstract:

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