Author/Creator: Kandhai, Drona - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Kandhai, Drona

1. Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory. (8th January 2018)

Authors:: Anagnostou, Ioannis; Sourabh, Sumit; Kandhai, Drona
Other Names:: Silva Thiago C. Academic Editor.
Journal:: Complexity
Issue:: Volume 2018(2018)
Page Start:
Record Type:: Journal Article
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2. KVA, Mind Your P's and Q's!. Issue 102 (26th July 2019)

Authors:: Jain, Shashi; Karlsson, Patrik; Kandhai, Drona
Journal:: Wilmott
Issue:: Volume 2019:Issue 102(2019)
Page Start:: 60
Record Type:: Journal Article
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3. Liquidity risk in derivatives valuation: an improved credit proxy method. Issue 3 (4th March 2018)

Authors:: Sourabh, Sumit; Hofer, Markus; Kandhai, Drona
Journal:: Quantitative finance
Issue:: Volume 18:Issue 3(2018)
Page Start:: 467
Record Type:: Journal Article
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4. Super Fast Greeks: An Application to Counterparty Valuation Adjustments. Issue 69 (January 2014)

Authors:: Savickas, Vytautas; Hari, Norbert; Wood, Tim; Kandhai, Drona
Journal:: Wilmott
Issue:: Volume 2014:Issue 69(2014:Jan.)
Page Start:: 76
Record Type:: Journal Article
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