20022020

Research output per year

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2015

Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence

Ames, M., Peters, G. W., Bagnarosa, G. & Kosmidis, I., 10 Jan 2015, Innovations in Quantitative Risk Management.. Springer, p. 163-181 19 p. (Springer Proceedings in Mathematics & Statistics; vol. 99).

Research output: Chapter in Book/Report/Conference proceedingChapter

Open Access
4 Citations (Scopus)
2013

An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance

Del Moral, P., Peters, G. W. & Vergé, C., 8 Nov 2013, Monte Carlo and Quasi-Monte Carlo Methods 2012. : Springer Proceedings in Mathematics & Statistics. Springer, Vol. 65. p. 39-81 Chapter 3. (Monte Carlo and Quasi-Monte Carlo Methods 2012; vol. 65).

Research output: Chapter in Book/Report/Conference proceedingChapter

2 Citations (Scopus)