John Stroughair

Oliver, Wyman & Company, LLC.

666 Fifth Ave.

New York, NY 10103

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 19,137

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Top 19,137

in Total Papers Downloads

2,434

CITATIONS
Rank 7,402

SSRN RANKINGS

Top 7,402

in Total Papers Citations

64

Scholarly Papers (3)

1.

Modeling Liquidity Risk with Implications for Traditional Market Risk Measurement and Management

NYU Working Paper No. FIN-99-062
Number of pages: 16 Posted: 11 Nov 2008
Oliver, Wyman & Company, LLC., University of Pennsylvania - Department of Economics, Oliver Wyman and Oliver, Wyman & Company, LLC.
Downloads 2,104 (6,432)
Citation 23

Abstract:

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2.

Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management

NYU Working Paper No. FIN-98-081
Number of pages: 13 Posted: 11 Nov 2008
Francis X. Diebold, Til Schuermann and John Stroughair
University of Pennsylvania - Department of Economics, Oliver Wyman and Oliver, Wyman & Company, LLC.
Downloads 330 (89,127)
Citation 41

Abstract:

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3.

Implementing Numerical Option Pricing Models

Posted: 21 Oct 2000
Simon Benninga, Raz Steinmetz and John Stroughair
Tel Aviv University - Faculty of Management, University of Pennsylvania - The Wharton School and Oliver, Wyman & Company, LLC.

Abstract:

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