Nikolaos E. Papanikolaou

Eurobank EFG

Reporting Analyst

20 Amalias Avenue & 5 Souri Street

Athens

Greece

SCHOLARLY PAPERS

1

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302

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0

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Scholarly Papers (1)

1.
Downloads 302 (195,743)

Abstract:

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risk management, corporate bonds portfolios, integration of market and credit risk, stochastic interest rates and credit spreads, scenario generation, stochastic optimization, anticipative model, multistage recourse model