Items for Accounting and Finance in 2017

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Number of items: 3.

C

Cantia, Catalin and Tunaru, Radu (2017) A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches. Insurance: Mathematics and Economics, 72. pp. 21-35. ISSN 0167-6687

F

Fabozzi, Frank J, Paletta, Tommaso and Tunaru, Radu (2017) An improved least squares Monte Carlo valuation method based on heteroscedasticity. European Journal of Operational Research, 263 (2). pp. 698-706. ISSN 0377-2217

T

Tunaru, Radu S (2017) Real-Estate derivatives: from econometrics to financial engineering. Oxford University Press, Oxford. ISBN 9780198742920

This list was generated on Tue Apr 7 09:02:28 2020 BST.