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Extending credit risk (pricing) models for the simulation of portfolios of interest rate and credit risk sensitive securities
Jobst, Norbert J. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657320
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Fairness and reflexivity in the Cyprus bail-in
Zenios, Stauros Andrea - 2014
Persistent link: https://www.econbiz.de/10010340281
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The cyprus debt : perfect crisis and a way forward
Zenios, Stauros Andrea - 2013
Persistent link: https://www.econbiz.de/10010403809
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Balancing large social accounting matrices with nonlinear network programming
Drud, Arne; Zenios, Stauros Andrea; Mulvey, John M. - 1986
Persistent link: https://www.econbiz.de/10000691855
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Equivalence of robust VaR and CVaR optimization
Lofti, Somayyeh; Zenios, Stauros Andrea - 2016 - Date of first version: April 4, 2016
Persistent link: https://www.econbiz.de/10011539339
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Pricing sovereign contingent convertible debt
Consiglio, Andrea; Tumminello, Michele; Zenios, Stauros … - 2016 - This draft July 22, 2016
Persistent link: https://www.econbiz.de/10011539350
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Portfolio diversification in the sovereign credit swap markets
Consiglio, Andrea; Lotfi, Somayyeh; Zenios, Stauros Andrea - 2016
Persistent link: https://www.econbiz.de/10011539351
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Pricing and hedging GDP-linked bonds in incomplete markets
Consiglio, Andrea; Zenios, Stauros Andrea - 2018
Persistent link: https://www.econbiz.de/10011884964
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Risk management for sovereign financing within a debt sustainability framework
Athanasopoulou, Marialena; Consiglio, Andrea; Erce, Aitor; … - 2018
Persistent link: https://www.econbiz.de/10011948222
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Designing guarantee options in defined contributions pension plans
Consiglio, Andrea; Tumminello, Michele; Zenios, Stauros … - 2015
Persistent link: https://www.econbiz.de/10010480323