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Number of items: 19.

Article

Fabozzi, Frank J. and Shiller, Robert J. and Tunaru, Radu (2019) Evolution of Real Estate Derivatives and Their Pricing. Journal of Derivatives, 26 (3). pp. 7-21. ISSN 1074-1240. (doi:https://doi.org/10.3905/jod.2019.26.3.007) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)

Fabozzi, Frank J. and Paletta, Tommaso and Tunaru, Radu (2017) An Improved Least Squares Monte Carlo Valuation Method Based on Heteroscedasticity. European Journal of Operational Research, 263 (2). pp. 698-706. ISSN 0377-2217. (doi:https://doi.org/10.1016/j.ejor.2017.05.048) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)

Tunaru, Radu and Fabozzi, Frank J. (2017) Commercial Real Estate Derivatives: The End or the Beginning? The Journal of Portfolio Management, 43 (6). pp. 179-186. ISSN 0095-4918. (doi:https://doi.org/10.3905/jpm.2017.43.6.179) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)

Fabozzi, Frank J. and Paletta, Tommaso and Stanescu, Silvia and Tunaru, Radu (2016) An Improved Method for Pricing and Hedging Long Dated American Options. European Journal of Operational Research (ABS 4), 254 (2). pp. 656-666. ISSN 0377-2217. (doi:https://doi.org/10.1016/j.ejor.2016.04.002) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)

Preview

Valchev, Stoyan and Tunaru, Radu and Fabozzi, Frank J. (2015) Multiperiod conditional valuation of barrier options with incomplete information. Quantitative Finance, . pp. 1093-1102. ISSN 1469-7688. (doi:https://doi.org/10.1080/14697688.2014.945472) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Fabozzi, Frank J. and Leccadito, Arturo and Tunaru, Radu (2014) Extracting market information from equity options with exponential Lévy processes. Journal of Economic Dynamics and Control, 38 (1). pp. 125-141. ISSN 0165-1889. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Fabozzi, Frank J. and Stanescu, Silvia and Tunaru, Radu (2013) Commercial Real Estate Risk Management with Derivatives. Journal of Portfolio Management, 39 (5). pp. 111-119. ISSN 0095-4918. (doi:https://doi.org/10.3905/jpm.2013.39.5.111) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Fabozzi, Frank J. and Leccadito, Arturo and Tunaru, Radu (2012) A New Method For Generating Approximation Algorithms For Financial Mathematics Applications. Quantitative Finance, . pp. 1-13. ISSN 1469-7688. (doi:https://doi.org/10.1080/14697688.2011.580363) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Fabozzi, Frank J. and Shiller, Robert and Tunaru, Radu (2012) A Pricing Framework for Real-Estate Derivatives. European Financial Management, 18 (5). pp. 762-789. ISSN 1354-7798. (doi:https://doi.org/10.1111/j.1468-036X.2011.00635.x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tunaru, Radu and Fabozzi, Frank J. and Shiller, Robert (2010) Property Derivatives for Managing European Real-Estate Risk. European Financial Management, 16 (1). pp. 8-26. ISSN 1354-7798. (doi:https://doi.org/10.1111/j.1468-036X.2009.00528.x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tunaru, Radu and Fabozzi, Frank J. and Shiller, Robert (2009) Hedging Real Estate Risk. Journal of Portfolio Management, 35 (5). pp. 92-103. ISSN 0095-4918. (doi:https://doi.org/10.3905/JPM.2009.35.5.092) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tunaru, Radu and Fabozzi, Frank J. and Albota, George (2009) Estimating Risk-Neutral Density with Parametric Models in Interest Rate Markets. Quantitative Finance, 9 (1). pp. 55-70. ISSN 1469-7688. (doi:https://doi.org/10.1080/14697680802272045) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tunaru, Radu and Fabozzi, Frank J. and Masood, Omar (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. (doi:https://doi.org/10.1080/13518470600813581) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tunaru, Radu and Fabozzi, Frank J. (2007) On Some Inconsistencies in Modelling Credit Portfolio Products. International Journal of Theoretical and Applied Finance, 10 (8). pp. 1305-1321. ISSN 0219-0249. (doi:https://doi.org/10.1142/S0219024907004664) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tunaru, Radu and Fabozzi, Frank J. and Wu, Tony (2006) Chinese Equity Market and the Efficient Frontier. Applied Financial Economics Letters, 2 (2). pp. 87-94. (doi:https://doi.org/10.1080/17446540500426755) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tunaru, Radu and Fabozzi, Frank J. (2006) On Risk Management Problems Related to a Coherence Property. Quantitative Finance, 6 (1). pp. 75-81. ISSN 1469-7688. (doi:https://doi.org/10.1080/14697680500467889) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tunaru, Radu and Fabozzi, Frank J. and Wu, Tony (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 currently available from this repository. You may be able to access a copy if URLs are provided)

Book section

Tunaru, Radu and George, Juby (2008) Risk Management in Freight Markets with Forwards and Options Contracts. In: Fabozzi, Frank J., ed. Handbook of Finance: Financial Markets and Instruments. John Wiley & Sons, pp. 129-136. ISBN 978-0-470-07814-3. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Tunaru, Radu and Eales, Brian A. (2004) Pricing Options on Interest Rate Instruments. In: Fabozzi, Frank J. and Choudhry, Moorad, eds. The Handbook of European Fixed Income Securities. John Wiley & Sons, pp. 569-600. ISBN 978-0-471-43039-1. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

This list was generated on Thu May 23 15:28:22 2019 BST.

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