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BOOK REVIEW My Life as a Quant - Reflections on Physics and Finance
Derman, Emanuel; Lipton, Alexander - In: Risk : managing risk in the world's financial markets 18 (2005) 4, pp. 74
Persistent link: https://www.econbiz.de/10007023817
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Masterclass with Deutsche Ban: Universal barriers - There is an increasing volume of barrier products traded in the forex options market. The authors discuss the pricing of barriers under various model frameworks, focising on universal volatility models.
Lipton, Alexander; McGhee, William - In: Risk : managing risk in the world's financial markets 15 (2002) 5, pp. 81-86
Persistent link: https://www.econbiz.de/10007037016
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Book review: Engineering forex
Lipton, Alexander; Benson, Robert - In: Risk : managing risk in the world's financial markets 15 (2002) 4, pp. 52-84
Persistent link: https://www.econbiz.de/10007038426
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Masterclass with Deutsche Bank: The vol smile problem - The author examines a wide range of volatility smile models in the context of the liquidity of the forex options markets.
Lipton, Alexander - In: Risk : managing risk in the world's financial markets 15 (2002) 2, pp. 61-66
Persistent link: https://www.econbiz.de/10007039515
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Credit value adjustment for credit default swaps via the structural default model
Lipton, Alexander; Sepp, Artur - In: The journal of credit risk : published quarterly by … 5 (2009/10) 2, pp. 127-150
Persistent link: https://www.econbiz.de/10009932464