Ioannis Paraskevopoulos

Bankia

Head of Quantitative Development

Torre Caja Madrid

P. de la Castellana, 189

Madrid, 28046

Spain

SCHOLARLY PAPERS

3

DOWNLOADS

761

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.
Downloads 544 ( 41,754)
Citation 2

Pairing Market Risk and Credit Risk

Number of pages: 85 Posted: 09 Mar 2010 Last Revised: 06 Apr 2015
Isabel Figuerola-Ferretti and Ioannis Paraskevopoulos
Universidad Carlos III de Madrid - Department of Business Administration and Bankia
Downloads 544 (50,400)
Citation 3

Abstract:

Loading...

Cointegration, Price Discovery, Market Risk, Credit Risk, VIX, Itraxx, CDS, Portfolio Replication

2.

The Sensitivity of American Options to Suboptimal Exercise Strategies

Number of pages: 42 Posted: 29 Mar 2008 Last Revised: 24 Jan 2009
Alfredo IbaƱez and Ioannis Paraskevopoulos
Comillas Pontifical University and Bankia
Downloads 217 (143,868)
Citation 3

Abstract:

Loading...

American Options, suboptimal exercise, cost of suboptimal exercise, optimal exercise boundary, swaptions

3.

Pairs Trading and Spread Persistence in the European Stock Market

Forthcoming, Journal of Futures Markets
Posted: 11 Nov 2017 Last Revised: 07 May 2018
Isabel Figuerola-Ferretti, Ioannis Paraskevopoulos and Tao Tang
Comillas Pontifical University, Bankia and Jinan University

Abstract:

Loading...

pairs trading, cointegration, price discovery, error persistence, trading trigger