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Publications by Ashkan Nikeghbali

Default Times, No-Arbitrage Conditions and Changes of Probability Measures

Finance and Stochastics

English

Copulas Approximation and New Families

SSRN Electronic Journal

English

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Estimation of Default Probability for Low Default Portfolios

English

Pricing-Hedging Duality for Credit Default Swaps and the Negative Basis Arbitrage

International Journal of Theoretical and Applied Finance

English

Modeling the Default Probability of the Russian Banks

English

CoRisk: Measuring Systemic Risk Through Default Probability Contagion

SSRN Electronic Journal

English

On Orthogonal Probability Measures

Proceedings of the American Mathematical Society

Applied Mathematics

English

Probability Measures on Semigroups

Proceedings of the American Mathematical Society

Applied Mathematics

English

Market Conditions, Default Risk and Credit Spreads

Journal of Banking and Finance

English

Identification of Indicators’ Applicability to Settle Borrowers’ Probability of Default

Economics and Culture

English

Arbitrage Conditions for Electricity Markets With Production and Storage

Computational Management Science

Information Systems

Management Information Systems

English