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I'm Kyriakos Chourdakis
University of London
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Books & Literature
Stochastic volatility and jumps driven by continuous time Markov chains (Paper)
from Kyriakos M. Chourdakis, Queen Mary College, Department of Economics, 2000, Unknown Binding
Option Pricing Under Alternative Regime Switching Specifications
from Kyriakos Chourdakis, University of London, 2002, Unknown Binding
Are Regime Shift Risks Priced in Asset Markets? by Kyriakos...
Kyriakos Chourdakis, Yiannis Dendramis and Elias Tzavalis May Abstract In this paper we introduce a discrete time pricing model for a European call
Maximum Likelihood Estimation and Dynamic Asset Allocation with...
In this paper we develop an estimation method for extracting non-affine latent stochastic volatility and risk premia from measures of model-free realized and ri
(1 - 4 from 10
London - CORE
By Damiano Brigo, Fitch Solutions, Kyriakos Chourdakis and Imane Bakkar. Abstract. It is commonly accepted that Commodities futures and forward prices, ...
EconPapers: Continuous Time Regime Switching Models and Applications...
By Kyriakos Chourdakis; Abstract: A regime switching model in continuous time is introduced where a variety of jumps are allowed in addition to the
Damiano Brigo , Kyriakos Chourdakis COUNTERPARTY ...
Damiano Brigo , Kyriakos Chourdakis COUNTERPARTY RISK FOR CREDIT DEFAULT SWAPS: IMPACT OF SPREAD VOLATILITY AND DEFAULT ...
EconPapers: Stochastic Volatility and Jumps Driven by Continuous Time...
By Kyriakos Chourdakis; Abstract: This paper considers a model where there is a single state variable that drives the state of the world and therefore
Multivariate lack of memory for default times: EV …
Kyriakos Chourdakis, Jan-Frederik Mai, Matthias Scherer Imperial College London. ContentI 1 The problem of all-survival Problem statement Lack of Memory
Reports & Statements
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Google Groups: Export Complex Matrices
: Kyriakos Chourdakis comp soft-sys math mathematica Jens, *I Regards Jens Kyriakos Chourdakis wrote: Dear all, I am trying to ...
Google Groups: Histogram normalization
: Kyriakos Chourdakis comp soft-sys math mathematica The ``smoothed histogram'' you are looking for is replicated by the nonparametric ...
Google Groups: D&D Dice
: Kyriakos Chourdakis comp soft-sys math mathematica ... Hope it helps, Kyriakos _____+*"*+____+*"*+___+*"*+__+*"*+_ Kyriakos Chourdakis ...
JISCMail - BUGS Archives
From: "Kyriakos Chourdakis" <[log in to unmask]>. Reply-To: Kyriakos Chourdakis. Date: Wed, 16 Dec :20: Content-Type: multipart/alternative.
Dr Kyriakos Chourdakis - King's College London | Rate Your Lecturer
Submit your ratings for King's College London lecturer Dr Kyriakos Chourdakis on the UK's number one lecturer rating website.
2000 Working papers - School of Economics and Finance
2000 Working papers. No. 430: Stochastic Volatility and Jumps Driven by Continuous Time Markov Chains Kyriakos Chourdakis ... Kyriakos Chourdakis, Elias Tzavalis
Damiano Brigo - Mathematical Modeling - Mathematical Finance -...
characterization of self-chaining copulas (by Damiano Brigo and Kyriakos Chourdakis).
LaPrint - File Exchange - MATLAB Central
Kyriakos Chourdakis Excellent! Thanks a lot for that Arno. Comment only. 12 Jun 2007: Gernot Hassenpflug To add to my previous review. I ...
CVA proxying: Nomura's alternative to "flawed" EBA method - Risk.net
A cross-section for CVA The European Banking Authority has proposed a way for banks to calculate a credit valuation adjustment capital charge when credit...
Michael Chourdakis profile | free company director check
Michael Chourdakis Company Director Profile. Past and present positions of Michael Chourdakis. List of companies where Michael Chourdakis holds appointments....
Working Papers | Faculty of Natural Sciences | Imperial College London
Imperial College Mathematical Finance Working Papers Florin Avram, Andras Horvath and Martijn Pistorius Damiano Brigo and Kyriakos Chourdakis
King's College London | Rate Your Lecturer
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British Library EThOS: Option pricing under alternative regime...
CALQ LTD Annual Accounts as at 31 Jul 2012
Annual Accounts for CALQ LTD as at 31 Jul 2012
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