Andrei N. Soklakov

Deutsche Bank AG (London)

Winchester House

1 Great Winchester Street

London, EC2N 2DB

United Kingdom

SCHOLARLY PAPERS

6

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1,173

CITATIONS
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Top 24,896

in Total Papers Citations

17

Scholarly Papers (6)

1.

Deriving Derivatives

Number of pages: 13 Posted: 10 May 2013 Last Revised: 22 Dec 2016
Andrei N. Soklakov
Deutsche Bank AG (London)
Downloads 377 (76,975)
Citation 4

Abstract:

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Optimal investments, Derivatives, Structuring, Model Risk

2.

Why Quantitative Structuring?

Number of pages: 11 Posted: 05 Aug 2015 Last Revised: 02 Jun 2017
Andrei N. Soklakov
Deutsche Bank AG (London)
Downloads 268 (112,383)
Citation 4

Abstract:

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Product Design, Model Risk, Risk Aversion, Investment Premium, Equity Premium Puzzle

3.

Elasticity Theory of Structuring

Number of pages: 16 Posted: 10 May 2013 Last Revised: 19 Dec 2016
Andrei N. Soklakov
Deutsche Bank AG (London)
Downloads 221 (136,503)
Citation 4

Abstract:

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Optimal investments, structuring, financial derivatives, risk aversion

4.

Model Risk Analysis via Investment Structuring

Number of pages: 11 Posted: 05 Aug 2015
Andrei N. Soklakov
Deutsche Bank AG (London)
Downloads 120 (230,365)
Citation 4

Abstract:

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Model Risk, Quantitative Structuring

5.

One Trade at a Time -- Unraveling the Equity Premium Puzzle

Number of pages: 21 Posted: 05 Aug 2015 Last Revised: 11 Jun 2018
Andrei N. Soklakov
Deutsche Bank AG (London)
Downloads 102 (258,587)
Citation 1

Abstract:

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Derivatives, equity premium, rational product design,

6.

Learning, Investments and Derivatives

Number of pages: 13 Posted: 16 Jun 2011
Andrei N. Soklakov
Deutsche Bank AG (London)
Downloads 85 (290,737)

Abstract:

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structuring, product innovation