Daniel Hemant Linders

20122020
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Research Output 2012 2020

  • 16 Article
  • 2 Conference contribution
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Conference contribution
2016

Basket option pricing and implied correlation in a one-factor Lévy model

Linders, D. H. & Schoutens, W., Jan 1 2016, Innovations in Derivatives Markets - Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation. Grbac, Z., Glau, K., Scherer, M. & Zagst, Z. (eds.). Springer New York LLC, p. 335-367 33 p. (Springer Proceedings in Mathematics and Statistics; vol. 165).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Factor Models
Option Pricing
Moment Matching
Model Matching
Approximation
2012

FIX: The Fear Index-Measuring Market Fear

Dhaene, J., Dony, J., Forys, M. B., Linders, D. H. & Schoutens, W., Jan 1 2012, Topics in Numerical Methods for Finance. Springer New York LLC, p. 37-55 19 p. (Springer Proceedings in Mathematics and Statistics; vol. 19).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Liquidity
Comonotonicity
Barometer
Credit Risk
Equity