Vasily Nekrasov

letYourMoneyGrow.com

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Germany

http://www.yetanotherquant.com

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SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Kelly Criterion for Multivariate Portfolios: A Model-Free Approach

Number of pages: 15 Posted: 02 May 2013 Last Revised: 30 Sep 2014

Vasily Nekrasov

letYourMoneyGrow.com

Downloads 15,833 (493)

Citation 6

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2.

An Accompaniment to a Course on Interest Rate Modeling: With Discussion of Black-76, Vasicek and HJM Models and a Gentle Introduction to the Multivariate LIBOR Market Model

Number of pages: 30 Posted: 09 Feb 2012 Last Revised: 11 Jul 2013

Vasily Nekrasov

letYourMoneyGrow.com

Downloads 649 (79,260)

Abstract:

3.

Comments on 'Fourier Series Method for Measurement of Multivariate Volatilities' by P. Malliavin and M. E. Mancino

Number of pages: 13 Posted: 25 May 2007

Vasily Nekrasov

letYourMoneyGrow.com

Downloads 340 (170,628)

Abstract:

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