Your search returned 7 results.

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1.
MCMC design-based non-parametric regression for rare-event. Application to nested-risk computations/ Emmanuel Gobet. by
  • Gobet, Emmanuel
  • Wagalath, Lakshithe
  • Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Other title:
  • Risk-based Capital requirements and optimal liquidation in a stress scenario/
Online access:
Availability: No items available.

2.
Research in Options 2015. by
  • Research in Options 2015 (2015: IMPA, Rio de Janeiro, Brazil)
  • Dupire, Bruno
  • Avellaneda, Marco
  • El Karoui, Nicole
  • Vázquez, Carlos
  • Rogers, Chris
  • Jaimungal, Sebastian
  • Hughston, L. P, 1951-
  • Douady, R
  • Pennanen, Teemu
  • Fritelli, Marco
  • Schmock, Uwe
  • Wagalath, Lakshithe
  • Bernard, Carole
  • Omladic, Matjaz
  • Grasselli, Matheus
  • Zubelli, Jorge P
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2015
Online access:
Availability: No items available.

3.
Lost in Contagion: Building a Liquidation Index from Covariance Dynamics. by
  • Wagalath, Lakshithe
  • Research in Options 2015 (2015: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2015
Online access:
Availability: No items available.

4.
Feedback effects and endogenous risk in financial markets. by
  • Wagalath, Lakshithe
  • Research in Options 2017 (2017: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2017
Availability: No items available.

5.
Strategic Fire-Sales and Price-Mediated Contagion in the Banking System. by
  • Wagalath, Lakshithe
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

6.
Feedback effects and endogenous risk in financial markets. by
  • Wagalath, Lakshithe
  • Research in Options 2019 (2019: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2019
Online access:
Availability: No items available.

7.
Risk management for whales. by
  • Wagalath, Lakshithe
  • Cont, Rama
  • Research in Options 2019 (2019: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2019
Online access:
Availability: No items available.

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