Boryana Racheva - Dokumente zum Namen - alle Infos bei Yasni.de

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[ ] Option Pricing with Greed and Fear Factor - arXiv

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von S Rachev · · Zitiert von: 9 — ... and Fear Factor: The Rational Finance Approach. Authors:Svetlozar Rachev, Frank J. Fabozzi, Boryana Racheva-Iotova, Abootaleb Shirvani. › q-fin

Stochastic Models for Risk Estimation in Volatile Markets: A Survey...

papers.ssrn.com

Portfolio risk estimation in volatile markets requires employing fat-tailed models for financial returns combined with copula functions to capture asymmetries

Boryana Racheva-Iotova - Academia.edu

independent.academia.edu

› ...

Numerical Methods for Stable Modeling in Financial Risk Management...

papers.ssrn.com

The seminal work of Mandelbrot and Fama, carried out in the sixties, suggested the class of alpha-stable laws as a probabilistic model of financial assets retu

Fat-Tailed Models for Risk Estimation | The Journal of Portfolio...

jpm.pm-research.com

Stoyan V. Stoyanov, Svetlozar T. Rachev, Boryana Racheva-Yotova and Frank J. Fabozzi. The Journal of Portfolio Management Winter 2011, 37 (2) ; ...

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Dokumente zum Namen Boryana Racheva

[ ] Option Pricing with Greed and Fear Factor - arXiv

Stochastic Models for Risk Estimation in Volatile Markets: A Survey...

Boryana Racheva-Iotova - Academia.edu

Numerical Methods for Stable Modeling in Financial Risk Management...

Fat-Tailed Models for Risk Estimation | The Journal of Portfolio...