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Publications by Vahan Nanumyan

The Network of Counterparty Risk: Analysing Correlations in OTC Derivatives

PLoS ONE
Multidisciplinary
2015English

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Managing Counterparty Risk in OTC Markets

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Nonlinear Monte Carlo Schemes for Counterparty Risk on Credit Derivatives

Springer Proceedings in Mathematics and Statistics
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Risk, Speculation, and OTC Derivatives: An Inaugural Essay for Convivium

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The Dilemma of Client Clearing in the OTC Derivatives Markets

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The OTC Global Derivatives Markets: An Expositional Analysis

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Does Central Clearing Reduce Counterparty Risk in Realistic Financial Networks?

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Private Law and the Public Sector’s Central Counterparty Prescription for the Derivatives Markets

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Counterparty Risk and the Establishment of the New York Stock Exchange Clearinghouse

SSRN Electronic Journal
2014English

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