Figlewski, Stephen.
VIAF ID: 70354639 (Personal)
Permalink: http://viaf.org/viaf/70354639
Preferred Forms
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- 100 1 _ ‡a Figlewski, Stephen
- 100 1 _ ‡a Figlewski, Stephen
- 100 1 _ ‡a Figlewski, Stephen
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- 100 1 _ ‡a Figlewski, Stephen
- 100 1 _ ‡a Figlewski, Stephen
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Works
Title | Sources |
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The adaptive mesh model : a new approach to efficient option pricing | |
Assessing the incremental value of option pricing theory relative to an "informationally passive" benchmark | |
Derivatives risks, old and new | |
"Estimation error in the assessment of financial risk exposure" | |
Financial options : from theory to practice | |
Hedging with financial futures for institutional investors, 1985: | |
Is the "leverage effect" a leverage effect? | |
Market risk and model risk for a financial institution writing options | |
Risk management : the state of the art | |
Streamlining Monte-Carlo simulation with the quasi-analytic method : an analysis of a path-dependent option strategy |