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Option pricing - Filling the gaps
Lipton, Alex; Sepp, Artur - In: Risk : managing risk in the world's financial markets 24 (2011) 10, pp. 78-84
Persistent link: https://www.econbiz.de/10009795855
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Brief communication - Factor models for credit correlation - The authors present an extension of the static factor model for pricing credit correlation products introduced by Lipton (2006) and detailed in Inglis & Lipton (2007).
Inglis, Stewart; Lipton, Alex; Sepp, Artur - In: Risk : managing risk in the world's financial markets 22 (2009) 4, pp. 98-99
Persistent link: https://www.econbiz.de/10008242133
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Credit derivatives - CDSs, CVA and DVA — A structural approach
Lipton, Alex; Savescu, Ioana - In: Risk : managing risk in the world's financial markets 26 (2013) 4, pp. 56-61
Persistent link: https://www.econbiz.de/10010106960
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HEDGING: GOING WITH THE FLOW - A useful hybrid technique for hedging contingent cashflows.
Carr, Peter; Lipton, Alex; Madan, Dilip - In: Risk : managing risk in the world's financial markets 13 (2000) 8, pp. 85-90
Persistent link: https://www.econbiz.de/10007048335
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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