Igor Vaysburd

JP Morgan Securities Inc.

60 Wall St.

New York, NY 10260

United States

  • JP Morgan Securities Inc.

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SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Dynamic Investment Strategies: Portfolio Insurance Versus Efficient Frontier

Number of pages: 27 Posted: 01 Oct 1999
Sergei Esipov and Igor Vaysburd
Quant Isle Ltd. and JP Morgan Securities Inc.
Downloads 2,898 (4,919)
Citation 4

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2.

On the Profit and Loss Distribution of Dynamic Hedging Strategies

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Citation 2

On the Profit and Loss Distribution of Dynamic Hedging Strategies

Discussion Paper Series No. 9899-03
Number of pages: 24 Posted: 02 Feb 1999
Sergei Esipov and Igor Vaysburd
Quant Isle Ltd. and JP Morgan Securities Inc.
Downloads 2,712 (5,404)
Citation 2

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On the Profit and Loss Distribution of Dynamic Hedging Strategies

Posted: 02 Feb 1999
Sergei Esipov and Igor Vaysburd
Quant Isle Ltd. and JP Morgan Securities Inc.

Abstract:

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