Daniel Hemant Linders

20122020
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Fingerprint Dive into the research topics where Daniel Hemant Linders is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Mathematics

Risk Measures
Arbitrage
Comonotonicity
Insurance
Factor Models
Option Pricing
Upper bound
Stock Market
Random Vector
Quantile
Valuation
Mean Value
Merging
Completeness
Equality
Superreplication
Liquidity
Market
Stochastic Interest Rates
Stock Prices
Optimization Problem
Asian Options
Stylized Facts
Partial
Stock Returns
Weighted Average
Misspecification
Tail
Nonuniqueness
Hedging
Dependence Structure
Copula
Model
Weighted Sums
Reachability
Date
Convex Risk Measures
Martingale
Coexistence
Volatility
Asymmetry
Consecutive
Shock
Risk Factors
Value at Risk
Optimal Solution
Estimate
Additivity
Distribution Function
Unit

Business & Economics

Herd behavior
Stock market
Option pricing
Basket option
Option prices
Distortion risk measure
Stock prices
Comovement
Derivatives
Comonotonicity
Risk measures
No-arbitrage
Upper bound
Variance gamma
Liability insurance
Equality
Merging
Completeness
Market conditions
Calibration
Quantile
Stochastic modeling
Annuities
Partial differential equations
Fantasy
Multivariate models
Distortion function