4. Economy
  5. Quantitative Finance
  6. Pricing of Securities

William Shaw

Economy – Quantitative Finance – Pricing of Securities

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Scientist

Department of Mathematics, King's College London, The Strand, London WC2R 2LS, UK

Correlation structure and dynamics in volatile markets

Physics
Scientific paper

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Modelling Bonds & Credit Default Swaps using a Structural Model with Contagion

Economy – Quantitative Finance – Pricing of Securities
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Quantile Mechanics 3: Series Representations and Approximation of some Quantile Functions appearing in Finance

Economy – Quantitative Finance – Computational Finance
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