Vasil Lyaskov

University of Sheffield - International Faculty - City College

Thessaloniki

Greece

PIMK Holding Group JSC

Senior Financial Analyst

36 Rogoshko Shose

Plovdiv, Plovdiv 4003

Bulgaria

SCHOLARLY PAPERS

1

DOWNLOADS

185

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Exposure-Based Volatility: An Application in Corporate Risk Management

Number of pages: 23 Posted: 26 May 2016
Athanasios Fassas and Vasil Lyaskov
University of Thessaly and University of Sheffield - International Faculty - City College
Downloads 185 (331,042)

Abstract:

Loading...

Exposure-Based Volatility, Cash Flow-at-Risk (CFaR), Merton option pricing model, Liquidity risk, Corporate risk management