Suchergebnisse

The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management

No Fear of Discounting: How to Manage the Transition from EONIA to €STR

Miss Libor

Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask

Moving from IBORs to Alternative Risk Free Rates

Application of Quasi Monte Carlo and Global Sensitivity Analysis to Option Pricing and Greeks

In: Wilmott, volume 2021, issue 116, November 2021, pages 66-83, https://doi.org/10.1002/wilm.10972

Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis

In: Wilmott, volume 2015, issue 78, July 2015, pages 46-70, https://doi.org/10.1002/wilm.10434

Brexit or Bremain? Evidence from Bubble Analysis

In: A version of this paper was published in Risk, 23 June 2016,