Showing 1 - 13 results of 13 for search 'Domokos Vermes, Advisor', query time: 9.06s Refine Results
  1. 1
    Historical risk assessment of a balanced portfolio using Value-at-Risk
    by Malfas, Gregory P.
    Published 2004
    Other Authors: “...Domokos Vermes, Advisor...”
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  2. 2
    Pricing Mortgage-Backed Securities using Prepayment Functions and Pathwise Monte Carlo Simulation.
    by Acheampong, Osman K
    Published 2003
    Other Authors: “...Domokos Vermes, Advisor...”
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  3. 3
    Transaction costs and resampling in mean-variance portfolio optimization
    by Asumeng-Denteh, Emmanuel
    Published 2004
    Other Authors: “...Domokos Vermes, Advisor...”
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  4. 4
    Valuation of Mortgage Backed Securities with Prepayment using BDT Model and Monte Carlo Methods
    by Tang, Yuxiao
    Published 2015
    Other Authors: “...Domokos Vermes, Advisor...”
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  5. 5
    Implementation of Some Finite Difference Methods for the Pricing of Derivatives using C++ Programming.
    by Ampadu, Ebenezer
    Published 2007
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  6. 6
    Evaluating of path-dependent securities with low discrepancy methods
    by Krykova, Inna
    Published 2004
    Other Authors: “...Domokos Vermes, Advisor...”
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  7. 7
    Portfolio Optimization Based on Robust Estimation Procedures
    by Gao, Weiguo
    Published 2004
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  8. 8
    Risk Measurement of Mortgage-Backed Security Portfolios via Principal Components and Regression Analyses
    by Motyka, Matt
    Published 2003
    Other Authors: “...Domokos Vermes, Advisor...”
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  9. 9
    Interdependence of US Industry Sectors Using Vector Autoregression
    by Dutta Bordoloi, Suwodi
    Published 2009
    Other Authors: “...Domokos Vermes, Advisor...”
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  10. 10
    Risk Measures Extracted from Option Market Data Using Massively Parallel Computing
    by Zhao, Min
    Published 2011
    Other Authors: “...Domokos Vermes, Advisor...”
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  11. 11
    Prices of Credit Default Swaps and the Term Structure of Credit Risk
    by Desrosiers, Mary Elizabeth
    Published 2007
    Other Authors: “...Domokos Vermes, Advisor...”
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  12. 12
    Pricing of Multi-Name Credit Derivatives Using Copulas
    by Liu, Xinjia
    Published 2008
    Other Authors: “...Domokos Vermes, Advisor...”
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  13. 13
    Organization & Analysis of Stock Option Market Data
    by Zhang, Jun
    Published 2011
    Other Authors: “...Domokos Vermes, Advisor...”
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