Nicolas Gisiger

affiliation not provided to SSRN

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Risk-Neutral Probabilities Explained

Number of pages: 27 Posted: 27 Apr 2009 Last Revised: 20 Oct 2010
Nicolas Gisiger
affiliation not provided to SSRN
Downloads 14,314 (216)
Citation 3

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derivative, redundant asset, arbitrage, arbitrage-free pricing, risk-neutral, risk-neutral probability, martingale, martingale measure, Girsanov, geometric Brownian motion, Gisiger, Nicolas Gisiger

2.

Portfolio Credit Derivatives Based on Rating Migration

Number of pages: 79 Posted: 25 Feb 2009 Last Revised: 10 Mar 2009
Nicolas Gisiger
affiliation not provided to SSRN
Downloads 199 (152,438)
Citation 2

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rating migration, rating, credit rating, credit derivative, CDO, credit portfolio, Gisiger, Nicolas Gisiger

3.

Managing Uncertainty - Inspirations from the Game of Chess

Number of pages: 16 Posted: 08 Mar 2009 Last Revised: 02 May 2010
Nicolas Gisiger
affiliation not provided to SSRN
Downloads 130 (219,264)

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Multi-Option Society, Decision-Making, Decision, Complexity, Chess, Decision Principles, Action Principles, Gisiger, Nicolas Gisiger