Remember me

Register  |   Lost password?

 

Next Dates: - Introduction to QuantLib Development with Luigi Ballabio, September 2 - 4, 2013 - £1700

 

May 2012

From credit valuation adjustments to credit capital commitments

May 28, 2012 Comments (0)

Quantitative Finance, Volume 12, Issue 6, Page 839-845, June 2012.

Entrepreneurship and innovation in financial institutions

May 28, 2012 Comments (0)

Quantitative Finance, Volume 12, Issue 6, Page 831-837, June 2012.

Calendar

May 28, 2012 Comments (0)

Quantitative Finance, Volume 12, Issue 6, Page 853, June 2012.

A strategy-proof test of portfolio returns

May 5, 2012 Comments (0)

Quantitative Finance, Volume 12, Issue 5, Page 671-683, May 2012.

Statistical finance at the École Polytechnique, Paris: the informal FIESTA research group

May 5, 2012 Comments (0)

Quantitative Finance, Volume 12, Issue 5, Page 685-689, May 2012.

Calendar

May 5, 2012 Comments (0)

Quantitative Finance, Volume 12, Issue 5, Page 693, May 2012.

Leverage causes fat tails and clustered volatility

May 5, 2012 Comments (0)

Quantitative Finance, Volume 12, Issue 5, Page 695-707, May 2012.