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2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2001

Number of items: 29.

2013

Stanescu, S. and Tunaru, R. (2013) Quantifying the Uncertainty in VaR and ES Estimates. In: Bell, A. and Brooks, C. and Prokopczuk, M., eds. Handbook of Research Methods and Applications in Empirical Finance. Edward Elgar. ISBN 978 0 85793 608 0 . (In press) The full text of this publication is not available from this repository.

Stanescu, S. and Tunaru, R. (2013) Managing Commercial Real Estate Risk after the Subprime Crisis. In: PRMIA Webminar . The full text of this publication is not available from this repository.

2012

Fabozzi, F. and Leccadito, A. and Tunaru, R. (2012) A New Method For Generating Approximation Algorithms For Financial Mathematics Applications. Quantitative Finance . pp. 1-13. ISSN 1469-7688 . The full text of this publication is not available from this repository.

Stanescu, S. and Tunaru, R. and Candradewi, M.R. (2012) Analysing the Difference between Forward and Futures Prices for the UK Commercial Property Market. Working paper. University of Kent The full text of this publication is not available from this repository.

Stanescu, S. and Tunaru, R. and Candradewi, M.R. (2012) Analysing the Difference between Forward and Futures Prices for the UK Commercial Property Market. In: European Financial Management Association (EFMA) 2012 Conference, 27th to 30th June 2012, Barcelona, Spain. The full text of this publication is not available from this repository.

Stanescu, S. and Tunaru, R. and Candradewi, M.R. (2012) Analysing the Difference between Forward and Futures Prices for the UK Commercial Property Market. In: World Finance Conference, 2nd to 4th July 2012, Rio de Janeiro, Brazil. The full text of this publication is not available from this repository.

Geman, H. and Tunaru, R. (2012) Commercial Real-Estate Inventory and Theory of Storage. The Journal of Futures Markets . ISSN 0270-7314. The full text of this publication is not available from this repository.

Leccadito, A. and Toscano, P. and Tunaru, R. (2012) Hermite Binomial Trees: A Novel Technique for Derivatives Pricing. International Journal of Theoretical and Applied Finance, 15 (8). pp. 1-36. ISSN 0219-0249. The full text of this publication is not available from this repository.

Stanescu, S. and Tunaru, R. (2012) Investment Strategies with VIX and VSTOXX. Working paper. University of Kent The full text of this publication is not available from this repository.

Fabozzi, F. and Shiller, R. and Tunaru, R. (2012) A Pricing Framework for Real-Estate Derivatives. European Financial Management, 18 (5). pp. 762-789. ISSN 1354-7798 . The full text of this publication is not available from this repository.

2011

Stanescu, S. and Tunaru, R. and Candradewi, M.R. (2011) Analysing The Difference Between Forward And Futures Prices For The UK Commercial Property Market. In: University of Kent Finance Seminar, University of Kent, Canterbury. (Unpublished) The full text of this publication is not available from this repository.

2010

Tunaru, R. (2010) Constructing discrete approximations algorithms for financial calculus from weak convergence results. In: Ruzhansky, M. and Wirth, J., eds. Progress In Analysis And Its Applications - Proceedings of the 7th International ISAAC Congress. World Scientific, pp. 445-452. ISBN 9789814313162. The full text of this publication is not available from this repository.

Tunaru, R. and Fabozzi, F. and Shiller, R. (2010) Property Derivatives for Managing European Real-Estate Risk. European Financial Management, 16 (1). pp. 8-26. ISSN 1354-7798 . The full text of this publication is not available from this repository.

Tunaru, R. (2010) Discrete Algorithms for Multivariate Financial Calculus. In: Crisan, D., ed. Stochastic Analysis. Springer, pp. 243-266. ISBN 9783642153570. The full text of this publication is not available from this repository.

Tunaru, R. and Viney, H. (2010) Valuations of Soccer Players from Statistical Performance Data. Journal of Quantitative Analysis in Sports, 6 (2). ISSN 1559-0410. The full text of this publication is not available from this repository.

2009

Tunaru, R. and Fabozzi, F. and Shiller, R. (2009) Hedging Real Estate Risk. Journal of Portfolio Management, 35 (5). pp. 92-103. ISSN 0095-4918 . The full text of this publication is not available from this repository.

Tunaru, R. and Fabozzi, F. and Albota, G. (2009) Estimating Risk-Neutral Density with Parametric Models in Interest Rate Markets. Quantitative Finance, 9 (1). pp. 55-70. ISSN 1469-7688 . The full text of this publication is not available from this repository.

Stefanescu, C. and Tunaru, R. and Turnbull, S. (2009) The Credit Rating Process and Estimation of Transition Probabilities: A Bayesian Approach. Journal of Empirical Finance, 16 (2). pp. 216-234. ISSN 0927-5398. The full text of this publication is not available from this repository.

2008

Tunaru, R. (2008) Risk Management in Freight Markets with Forwards and Options Contracts. In: Fabozzi, F., ed. Handbook of Finance: Financial Markets and Instruments. John Wiley & Sons, pp. 129-136. ISBN 9780470078143. The full text of this publication is not available from this repository.

2007

Tunaru, R. and Fabozzi, F. and Masood, O. (2007) Discrete Variable Chain Graphical Modelling for Assessing the Effects of Fund Managers' Characteristics on Incentives Satisfaction and Size of Returns. European Journal of Finance, 13 (3). pp. 269-282. ISSN 1351-847X. The full text of this publication is not available from this repository.

Tunaru, R. and Fabozzi, F. (2007) On Some Inconsistencies in Modelling Credit Portfolio Products. International Journal of Theoretical and Applied Finance, 10 (8). pp. 1305-1321. ISSN 0219-0249. The full text of this publication is not available from this repository.

2006

Tunaru, R. and Fabozzi, F. and Wu, T. (2006) Chinese Equity Market and the Efficient Frontier. Applied Financial Economics Letters, 2 (2). pp. 87-94. The full text of this publication is not available from this repository.

Tunaru, R. and Fabozzi, F. (2006) On Risk Management Problems Related to a Coherence Property. Quantitative Finance, 6 (1). pp. 75-81. ISSN 1469-7688 . The full text of this publication is not available from this repository.

2005

Tunaru, R. and Giannopoulos, K. (2005) Coherent Risk Measures Under Filtered Historical Simulation. Journal of Banking and Finance, 29 (4). pp. 979-996. ISSN 0378-4266 . The full text of this publication is not available from this repository.

Tunaru, R. and Clark, E. and Viney, H. (2005) An Option Pricing Framework for Valuation of Football Players. Review of Financial Economics, 14 (3-4). pp. 281-295. The full text of this publication is not available from this repository.

Tunaru, R. and Giannopoulos, K. and Clark, E. (2005) Portfolio Selection with VaR Constraints. Computational Management Science, 2 (2). pp. 123-138. ISSN 1619-697X. The full text of this publication is not available from this repository.

2004

Tunaru, R. and Fabozzi, F. and Wu, T. (2004) Modeling Volatility for the Chinese Equity Markets. Annals of Economics and Finance, 5 . pp. 79-92. The full text of this publication is not available from this repository.

Tunaru, R. and Eales, B. (2004) Pricing Options on Interest Rate Instruments. In: Fabozzi, F. and Choudhry, M., eds. The Handbook of European Fixed Income Securities. John Wiley & Sons, pp. 569-600. ISBN 9780471430391. The full text of this publication is not available from this repository.

2001

Tunaru, R. (2001) Models of Association Versus Casual Models for Contingency Tables. The Journal of Royal Statistical Society, Series D, 50 (3). pp. 257-269. The full text of this publication is not available from this repository.

This list was generated on Wed May 22 01:56:18 2013 BST.