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Equity portfolio trading with volatility and dividend derivatives
Tunaru, Radu - In: The journal of derivatives : JOD 29 (2022) 3, pp. 46-64
Persistent link: https://www.econbiz.de/10013174821
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Dividend derivatives
Tunaru, Radu - 2014
Persistent link: https://www.econbiz.de/10010469226
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Investment Strategies with VIX and VSTOXX Futures
Stanescu, Silvia - 2013
This study examines historical data on S&P500 and EURO STOXX 50, VIX and VSTOXX, VIX and VSTOXX futures, to reveal linkages between these important series that can be used by equity investors to generate alpha and protect their investments during turbulent times. A comparative portfolio...
Persistent link: https://www.econbiz.de/10013073281
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Commercial real estate risk management with derivatives
Fabozzi, Frank J.; Stanescu, Silvia; Tunaru, Radu - In: The journal of portfolio management : a publication of … 39 (2013) 5, pp. 111-119
Persistent link: https://www.econbiz.de/10010209637
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Risk management in freight markets with forwards and options contracts
George, Juby; Tunaru, Radu - 2008
Persistent link: https://www.econbiz.de/10003765467
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Pricing options on interest rate instruments
Tunaru, Radu; Eales, Brian - 2008
Persistent link: https://www.econbiz.de/10003765784
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Trading strategies with implied forward credit default swap spreads
Leccadito, Arturo; Tunaru, Radu; Urga, Giovanni - In: Journal of banking & finance 58 (2015), pp. 361-375
Persistent link: https://www.econbiz.de/10011544021
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Dividend derivatives
Tunaru, Radu - In: Quantitative finance 18 (2018) 1, pp. 63-81
Persistent link: https://www.econbiz.de/10011905830
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A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches
Cantia, Catalin; Tunaru, Radu - In: Insurance / Mathematics & economics 72 (2017), pp. 21-35
Persistent link: https://www.econbiz.de/10011691492
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Real-estate derivatives : from econometrics to financial engineering
Tunaru, Radu - 2017 - First edition
Persistent link: https://www.econbiz.de/10011636821