Denis Papaioannou

Tenokonda

Quantitative Analyst

London

United Kingdom

http://www.tenokonda.com

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 11,933

SSRN RANKINGS

Top 11,933

in Total Papers Downloads

6,287

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Ideas:
“  Bayesian networks risk modelling applications. Multivariate distributions representation into Bayesian networks and related applications. Sustainability Linked Bonds modelling.  ”

Scholarly Papers (6)

1.

Applied Multidimensional Girsanov Theorem

Number of pages: 18 Posted: 11 Apr 2011 Last Revised: 03 Mar 2015
Denis Papaioannou
Tenokonda
Downloads 5,319 (2,389)
Citation 2

Abstract:

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Girsanov, Multidimensional Girsanov, Quanto Adjustment, LMM Drift, Drift Calculation

2.

Hull & White Convexity Adjustments for Credit-Riskless Interest Rate Swaps Under CSA

Hull & White Convexity Adjustments for Credit-Riskless Interest Rate Swaps Under CSA, Wilmott Magazine issue 64, Copyright © 2013, Wilmott.
Number of pages: 15 Posted: 08 Jul 2013
Denis Papaioannou, Meriem Chouqi and Benjamin Giardina
Tenokonda, MargoConseil and Natixis
Downloads 443 (99,800)

Abstract:

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CSA convexity, IRS, OIS-IBOR dynamics, Hull & White, CSA unmanaged risk

3.

Sovereign Sustainability-Linked Bonds – Opportunities, Challenges and Pricing Considerations

Number of pages: 51 Posted: 10 Sep 2021 Last Revised: 14 Feb 2022
abdeldjellil bouzidi Ph.D. and Denis Papaioannou
CEPN and Tenokonda
Downloads 337 (136,209)

Abstract:

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sustainability-linked bonds, sustainable development goals, climate change, sustainability, sustainable finance innovation, contingent pricing, sovereign debt

4.

CSA Caps Convexity Impact on Hull & White Calibration

CSA Caps Convexity Impact on Hull & White Calibration, Wilmott Magazine issue 75, Copyright © 2015, Wilmott.
Number of pages: 16 Posted: 10 Jul 2013 Last Revised: 10 Apr 2015
Denis Papaioannou
Tenokonda
Downloads 179 (252,444)

Abstract:

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CSA convexity, Caps Pricing, Hull & White calibration, LIBOR Volatility, OIS Volatility, OIS LIBOR Correlation

5.

Bayesian Network Representation of Joint Normal Distributions - Cascading Regressions Model

Number of pages: 4 Posted: 21 Nov 2022
Denis Papaioannou
Tenokonda
Downloads 5 (910,843)

Abstract:

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Bayesian network, multivariate distribution, covariance

6.

Bayesian Network Representation of Joint Normal Distributions - Confounding Variables Model

Number of pages: 4 Posted: 21 Nov 2022
Denis Papaioannou
Tenokonda
Downloads 4 (921,824)

Abstract:

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Bayesian network, multivariate distribution, covariance