Christakis Charalambous

University of Cyprus - Department of Public and Business Administration

Professor of Management Science; (Chairman)

75 Kallipoleos Street

P.O. Box 20537

Nicosia CY-1678

CYPRUS

SCHOLARLY PAPERS

7

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4

Scholarly Papers (7)

Comparative Analysis of Artificial Neural Network Models: Application in Bankruptcy Prediction

Number of pages: 35 Posted: 10 Feb 2001
Christakis Charalambous, Andreas Charitou and Froso Kaourou
University of Cyprus - Department of Public and Business Administration, University of Cyprus and University of Cyprus
Downloads 1,093 (18,322)
Citation 7

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Comparative Analysis of Artificial Neural Network Models: Application in Bankruptcy Prediction

Annals of Operations Research
Posted: 10 Feb 2001
Christakis Charalambous, Andreas Charitou and Froso Kaourou
University of Cyprus - Department of Public and Business Administration, University of Cyprus and University of Cyprus

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2.

Options Pricing Via Statistical Learning Techniques: The Support Vector Regression Approach

Number of pages: 25 Posted: 16 Jun 2008
Panayiotis C. Andreou, Christakis Charalambous and Spiros Martzoukos
Cyprus University of Technology, University of Cyprus - Department of Public and Business Administration and University of Cyprus - Department of Public and Business Administration
Downloads 302 (98,781)

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Option pricing, implied volatilities, implied parameters, deterministic volatility functions, support vector machines, neural networks

3.

Option Pricing on Non-Recombining Implied Trees Assuming Serial Dependence of Returns

Number of pages: 44 Posted: 06 Mar 2008
Christakis Charalambous, Eleni D. Constantinide and Spiros Martzoukos
University of Cyprus - Department of Public and Business Administration, University of Cyprus and University of Cyprus - Department of Public and Business Administration
Downloads 113 (240,439)
Citation 1

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Volatility smile, nonlinear constrained optimization, implied non-recombining trees, calibration, serial dependence of returns

4.

Predicting Corporate Bankruptcy Using the Framework of Leland-Toft: Evidence From U.S.

Quantitative Finance, Forthcoming
Number of pages: 53 Posted: 04 Feb 2019 Last Revised: 17 Jul 2019
Christakis Charalambous, Spiros Martzoukos and Zenon Taoushianis
University of Cyprus - Department of Public and Business Administration, University of Cyprus - Department of Public and Business Administration and University of Cyprus, Faculty of Economics and Management, Department of Accounting and Finance
Downloads 48 (393,473)

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Corporate Bankruptcy, Leland and Toft, Predictive Ability, Bank Performance

5.

Assessing the Performance of Symmetric and Asymmetric Implied Volatility Functions

Posted: 09 Jul 2008 Last Revised: 16 Jan 2011
Panayiotis C. Andreou, Christakis Charalambous and Spiros Martzoukos
Cyprus University of Technology, University of Cyprus - Department of Public and Business Administration and University of Cyprus - Department of Public and Business Administration

Abstract:

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Option pricing, implied volatilities, deterministic volatility functions, implied volatility functions

6.

Generalized Parameter Functions for Option Pricing

Journal of Banking & Finance, Volume 34, Issue 3, March 2010, Pages 633-646
Posted: 17 Mar 2008 Last Revised: 19 Jul 2015
Christakis Charalambous, Panayiotis C. Andreou and Spiros Martzoukos
University of Cyprus - Department of Public and Business Administration, Cyprus University of Technology and University of Cyprus - Department of Public and Business Administration

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implied parameters, deterministic volatility functions, hedging, semi-parametric approach

7.

Predicting Corporate Failure: Empirical Evidence for the UK

European Accounting Review, Vol. 13, No. 3
Posted: 25 Jun 2004
Christakis Charalambous, Andreas Charitou and Evi Neophytou
University of Cyprus - Department of Public and Business Administration, University of Cyprus and Athens University of Economics and Business - Department of Accounting and Finance

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