Nikolaos E. Papanikolaou

Eurobank EFG

Reporting Analyst

20 Amalias Avenue & 5 Souri Street

Athens

Greece

SCHOLARLY PAPERS

1

DOWNLOADS

244

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.
Downloads 244 (154,533)

Abstract:

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risk management, corporate bonds portfolios, integration of market and credit risk, stochastic interest rates and credit spreads, scenario generation, stochastic optimization, anticipative model, multistage recourse model