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The age of turbulence : credit derivatives style
Byström, Hans N. E. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003777344
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Managing extreme risks in tranquil and volatile markets using conditional extreme value theory
Byström, Hans N. E. - In: International review of financial analysis 13 (2004) 2, pp. 133-152
Persistent link: https://www.econbiz.de/10002125869
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Extreme value theory and extremely large electricity price changes
Byström, Hans N. E. - In: International review of economics & finance : IREF 14 (2005) 1, pp. 41-55
Persistent link: https://www.econbiz.de/10002468030
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Managing extreme risks in tranquil and volatile markets using conditional extreme value theory
Byström, Hans N. E. - 2001
Persistent link: https://www.econbiz.de/10001624224
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Extreme value theory and extremely large electricity price changes
Byström, Hans N. E. - 2001
Persistent link: https://www.econbiz.de/10001624228
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The impact of currency movements on asset value correlations
Byström, Hans N. E. - 2013
Persistent link: https://www.econbiz.de/10010190816
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Credit risk management in Greater China
Byström, Hans N. E. - In: The journal of futures markets 28 (2008) 6, pp. 582-597
Persistent link: https://www.econbiz.de/10003715013
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Using credit derivatives to compute marketwide default probability term structures
Byström, Hans N. E. - In: The journal of fixed income 15 (2005) 3, pp. 34-41
Persistent link: https://www.econbiz.de/10003303934
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Executive compensation based on asset values
Byström, Hans N. E. - 2010
Persistent link: https://www.econbiz.de/10008655578
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Credit-implied equity volatility : long-term forecasts and alternative fear gauges
Byström, Hans N. E. - In: The journal of futures markets 35 (2015) 8, pp. 753-775
Persistent link: https://www.econbiz.de/10011392648