Nicolas Gisiger

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 3,930

SSRN RANKINGS

Top 3,930

in Total Papers Downloads

16,818

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (3)

Actions:
Email selected abstracts
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 16,418 (404)
Citation 4

Abstract:

Loading...

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 232 (225,554)
Citation 2

Abstract:

Loading...

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 168 (301,746)

Abstract:

Loading...

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