Elena Medova
Elena Medova
Visiting Fellow, Statistical Laboratory, University of Cambridge & Managing Director, CSA
E-mailová adresa ověřena na: cambridge-systems.com
Název
Citace
Citace
Rok
Planning logistics operations in the oil industry
MAH Dempster, NH Pedron, EA Medova, JE Scott, A Sembos
Journal of the Operational Research Society 51 (11), 1271-1288, 2000
1572000
Stochastic models of control and economic dynamics
IV Evstigneev, VI Arkin
Academic Press, Ltd, 1987
1571987
Global asset liability management
MAH Dempster, M Germano, EA Medova, M Villaverde
British Actuarial Journal 9 (1), 137-195, 2003
1012003
Long term spread option valuation and hedging
MAH Dempster, E Medova, K Tang
Journal of Banking & Finance 32 (12), 2530-2540, 2008
772008
Extremes in operational risk management
EA Medova, MN Kyriacou
This page intentionally left blank, 247, 2001
752001
Measuring risk by extreme values
E Medova
Risk 11, 20-26, 2000
702000
A framework to measure integrated risk
EA Medova, RG Smith*
Quantitative Finance 5 (1), 105-121, 2005
402005
Empirical copulas for CDO tranche pricing using relative entropy
MAH Dempster, EA Medova, SW Yang
International Journal of Theoretical and Applied Finance 10 (04), 679-701, 2007
362007
Individual asset liability management
EA Medova, JK Murphy, AP Owen, K Rehman
Quantitative Finance 8 (6), 547-560, 2008
342008
Extreme value theory: extreme values and the measurement of operational risk
E Medova
Operational Risk 1 (7), 13-17, 2000
332000
Chance-constrained stochastic programming forintegrated services network management
EA Medova
Annals of Operations Research 81, 213-230, 1998
331998
Managing guarantees
MAH Dempster, M Germano, EA Medova, MI Rietbergen, F Sandrini, ...
The Journal of Portfolio Management 32 (2), 51-61, 2006
292006
Designing minimum guaranteed return funds
MAH Dempster, M Germano, EA Medova, MI Rietbergen, F Sandrini, ...
Quantitative Finance 7 (2), 245-256, 2007
282007
Operational risk capital allocation and integration of risks
EA Medova
Research Papers In Management Studies-University Of Cambridge Judge …, 2001
282001
Determinants of oil futures prices and convenience yields
MAH Dempster, E Medova, K Tang
Quantitative Finance 12 (12), 1795-1809, 2012
252012
Long-term interest rates and consol bond valuation
M Dempster, E Medova, M Villaverde
Asset and Liability Management Handbook, 79-109, 2011
252011
10 Developing a practical yield curve model: an odyssey
MAH Dempster, J Evans, E Medova
Developments in macro-finance yield curve modelling, 251, 2014
222014
Long and short term jumps in commodity futures prices
MAH Dempster, E Medova, K Tang
Available at SSRN 1107966, 2008
162008
A stochastic programming approach to network planning
MAH Dempster, EA Medova, RT Thompson
Teletraffic Contributions for the Information Age. Proceedings of the 15th …, 1997
161997
Comparison of sampling methods for dynamic stochastic programming
MAH Dempster, EA Medova, YS Yong
Stochastic optimization methods in finance and energy, 389-425, 2011
152011
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Články 1–20