Dimitri Reiswich

Independent

United States

SCHOLARLY PAPERS

2

DOWNLOADS

625

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

A Note on Standard No-Arbitrage Conditions

Number of pages: 18 Posted: 03 Jun 2010
Dimitri Reiswich
Independent
Downloads 425 (124,457)
Citation 3

Abstract:

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No-Arbitrage Conditions

2.

Potential PCA Interpretation Problems for the Dynamics of Financial Market Data

Number of pages: 28 Posted: 09 Feb 2011
Dimitri Reiswich and Robert Tompkins
Independent and affiliation not provided to SSRN
Downloads 200 (271,283)

Abstract:

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Principal Component Analysis, PCA, Volatility Smile Dynamics, Yield Curve Dynamics, Bisymmetric Matrices, Centro-Symmetric Matrices, Level, Slope, Curvature, Twist