Len Umantsev

Stanford University - Management Science & Engineering

473 Via Ortega

Stanford, CA 94305-9025

United States

SCHOLARLY PAPERS

2

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SSRN CITATIONS
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Top 17,604

in Total Papers Citations

8

CROSSREF CITATIONS

38

Scholarly Papers (2)

1.

Conditional Value-at-Risk: Aspects of Modeling and Estimation

MIT Dept. of Economics Working Paper No. 01-19
Number of pages: 28 Posted: 07 Jun 2001
Victor Chernozhukov and Len Umantsev
Massachusetts Institute of Technology (MIT) - Department of Economics and Stanford University - Management Science & Engineering
Downloads 3,064 (3,551)
Citation 5

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Conditional Quantiles, Quantile Regression, Extreme Quantiles, Extreme Value Theory, Extreme Risk

2.

Pricing Coupon-Bond Options and Swaptions in Affine Term Structure Models

Mathematical Finance, Vol. 12, pp. 427-446, 2002
Number of pages: 20 Posted: 07 Feb 2003
Kenneth J. Singleton and Len Umantsev
Stanford University - Graduate School of Business and Stanford University - Management Science & Engineering
Downloads 24 (503,986)
Citation 3
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