John Stroughair

Oliver, Wyman & Company, LLC.

666 Fifth Ave.

New York, NY 10103

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 19,890

SSRN RANKINGS

Top 19,890

in Total Papers Downloads

2,629

SSRN CITATIONS
Rank 26,478

SSRN RANKINGS

Top 26,478

in Total Papers Citations

3

CROSSREF CITATIONS

27

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 2,294 (6,377)
Citation 1

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 335 (97,164)
Citation 2

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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