1753 Pinnacle Dr
7th Floor
Mc Lean, VA Virginia 22102
United States
Wells Fargo
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Structured products, autocallable
Sharpe Ratio, Robust Portfolio Optimization, Value-at-Risk
annuity, variable annuity, structured product, hybrid annuity, retirement,
Market-linked CDs, Certificate of Deposit, Equity-linked CDs, Derivatives, Structured Products, Valuation, Contingent Interest CDs, FDIC Insurance, Securities
Day-Count Convention, Interest Rate Swaps
Volatility Smile, Volatility Skew, Leveraged ETF, Inverse ETF, Options
Portfolio Margin, Liquidation
Structured Products, Barrier Option, Absolute Return Barrier Notes, Principal Protected
EIA, Lévy process, Fourier Method
Stochastic Volatility, Reverse Convertibles, Structured Products, Variance Gamma Model
Municipal Bond, MSRB, Trading, Markups
Structured Products, Straddle, Dual Directional, Valuation
Portfolio Margin, Optioned Portfolio, Portfolio Selection
trust, partial interest, Monte Carlo simulation, prudent investor
Leveraged municipal, Hedge fund
structured products, valuation, structured notes, simulation, credit risk
mutual funds, credit risk, average credit quality, credit ratings
mutual funds, credit risk
VIX, ETFs, VIX Futures ETPs, Hedge
structured products, index, valuation, finance, mispricing