Natalie Packham

Available identifiers

zbMath Open packham.natalieWikidataQ102350521 ScholiaQ102350521MaRDI QIDQ2516767

List of research outcomes

Publication	Date of Publication	Type
Hedging cryptocurrency options	2024-03-19	Paper
Hedging cryptos with Bitcoin futures	2023-06-20	Paper
Tail-risk protection trading strategies	2018-11-19	Paper
Model risk of contingent claims	2018-11-14	Paper
Competition, Bonuses, and Risk-taking in the Banking Industry*	2018-11-02	Paper
Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present	2018-06-14	Paper
Asymptotic behaviour of multivariate default probabilities and default correlations under stress	2016-04-29	Paper
Static hedging under maturity mismatch	2015-08-04	Paper
CORRELATION UNDER STRESS IN NORMAL VARIANCE MIXTURE MODELS	2015-04-24	Paper
Latin hypercube sampling with dependence and applications in finance	2014-04-23	Paper
Credit gap risk in a first passage time model with jumps	2014-03-04	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Natalie Packham