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Authors: Carr P, Lipton A, Madan D
Publisher: Avellaneda, Singapore, Publisher: WSPC, Pages: 110-130, ISBN: 9789810246938, 2001
Description:This invaluable book contains lectures presented at the Courant Institute's Mathematical Finance Seminar.
Read MoreAuthor: Lipton A
Publisher: Risk Magazine, Vol: 15, Pages: 61-65, 2001
Description:The comparative liquidity of vanilla and exotic options in the major forex markets makes them a useful experimental laboratory for testing volatility smile models.
Read MoreAuthor: Lipton A, Song J, Lee S
Publisher: US Patent 7236951, 2007
Description: Collect Domain Name System (DNS) data, the DNS data generated by a DNS server and/or similar device, wherein the DNS data comprises DNS queries, wherein the collected DNS data comprises DNS query rate information.
Read MoreAuthor: Lipton A
Publisher: London, Publisher: Risk Books, ISBN: 9781904339649, 2007
Description: The rise of credit markets over the past decade has been nothing short of spectacular.
Read MoreAuthors: Lipton A, Sepp A
Publisher: The Journal of Credit Risk, Vol: 5, Pages: 123-146, 2007
Description:We present a multi-dimensional jump-diffusion version of a structural default model and show how to use it in order to value the credit value adjustment for a credit default swap.
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