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

Author/Creator Turfus, Colin

1. Analytic Correlation Risk for CDS. Issue 115 (23rd September 2021)

Authors:: Turfus, Colin
Journal:: Wilmott
Issue:: Volume 2021:Issue 115(2021)
Page Start:: 58
Record Type:: Journal Article
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2. Caplet Pricing with Backward-Looking Rates. Issue 121 (September 2022)

Authors:: Turfus, Colin
Journal:: Wilmott
Issue:: Volume 2022:Issue 121(2022)
Page Start:
Record Type:: Journal Article
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3. Model Should I Use? What Short Rate. Issue 118 (2022)

Authors:: Turfus, Colin; Romero-Bermudez, Aurelio
Journal:: Wilmott
Issue:: Volume 2022:Issue 118(2022)
Page Start:
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

4. Perturbation methods in credit derivatives : strategies for efficient risk management /: strategies for efficient risk management. (2021)

Authors:: Turfus, Colin
Record Type:: Book
Extent:: 1 online resource (xvi, 233 pages), illustrations
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

5. The Black‐Karasinski Model: Thirty Years On. Issue 115 (23rd September 2021)

Authors:: Turfus, Colin
Journal:: Wilmott
Issue:: Volume 2021:Issue 115(2021)
Page Start:: 26
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗