Ioannis Paraskevopoulos

Bankia

Head of Quantitative Development

Torre Caja Madrid

P. de la Castellana, 189

Madrid, 28046

Spain

  • Bankia

    • Email
    • Tel: +34618969259
SCHOLARLY PAPERS

3

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830

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (3)

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1.

Pairing Market Risk and Credit Risk

Downloads 590 (59,528)
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
Charles III University of Madrid - Department of Business Administration and Bankia
Downloads 590 (73,580)
Citation 3

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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 Ibañez and Ioannis Paraskevopoulos
Comillas Pontifical University and Bankia
Downloads 240 (204,128)
Citation 3

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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:

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