Jaideep S. Oberoi

SOAS University of London - Centre for Financial and Management Studies

Thornhaugh Street

Russell Square

London, WC1H 0XG

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

1,354

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

Estimating The Probability of Informed Trading: A Bayesian Approach

Number of pages: 45 Posted: 06 Jan 2019
Jim E. Griffin, Jaideep S. Oberoi and Samuel Oduro
University College London, SOAS University of London - Centre for Financial and Management Studies and University of Kent
Downloads 722 (68,415)

Abstract:

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Probability of Informed Trading, PIN, software, Bayesian estimation, Information Asymmetry Risk

2.

Inequality, Well-Being and Institutions in Latin America and the Caribbean

Number of pages: 39 Posted: 06 Mar 2003
Syed M. Ahsan and Jaideep S. Oberoi
Concordia University, Quebec - Department of Economics and SOAS University of London - Centre for Financial and Management Studies
Downloads 223 (259,096)

Abstract:

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3.

Robustly Modelling the Scale and Shape Dynamics of Stock Return Distributions

Number of pages: 36 Posted: 15 May 2016 Last Revised: 01 Feb 2018
Jim E. Griffin, Gelly Mitrodima and Jaideep S. Oberoi
University College London, London School of Economics & Political Science (LSE) - Department of Statistics and SOAS University of London - Centre for Financial and Management Studies
Downloads 176 (321,305)

Abstract:

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Dynamic multivariate quantile model, Return decomposition, Robust methods, CAViaR model

4.

Value at Risk models of autoregressive quantiles for improved performance on financial criteria

Number of pages: 41 Posted: 24 Aug 2015 Last Revised: 25 Oct 2017
Gelly Mitrodima and Jaideep S. Oberoi
London School of Economics & Political Science (LSE) - Department of Statistics and SOAS University of London - Centre for Financial and Management Studies
Downloads 123 (429,813)
Citation 1

Abstract:

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Value at Risk; CAViaR model; Component model; Conditional loss; Conditional excess loss

5.

Structuring and Pricing Home Equity Release With Better Sharing of House Price Risk

Number of pages: 29 Posted: 06 Jan 2019
Douglas W. Andrews and Jaideep S. Oberoi
University of Waterloo and SOAS University of London - Centre for Financial and Management Studies
Downloads 61 (664,936)
Citation 1

Abstract:

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home-equity-release, no-negative-equity guarantee, reverse mortgages, securitization

6.

Interest Rate Cycles and Corporate Risk Management

Number of pages: 42 Posted: 18 Mar 2009
Peter Christoffersen, Amrita Nain and Jaideep S. Oberoi
University of Toronto - Rotman School of Management, University of Iowa - Henry B. Tippie College of Business and SOAS University of London - Centre for Financial and Management Studies
Downloads 49 (741,402)
Citation 2

Abstract:

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corporate risk management, hedging, market timing, derivatives, interest rate swaps