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Tompkins, Robert G.
 
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Results 1-20 of 58 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Tompkins, Robert G. The Favourite Longshot Bias in S&P 500 Options: The Return to Bets and the Cost of InsurancePräsentation Presentation2003
2Tompkins, Robert G. Unconditional disturbances: a new approach to asset pricingPräsentation Presentation2003
3Tompkins, Robert G. Why Smiles Exist in Foreign Exchange Option Markets: Isolationg Components of the Risk Neutral ProcessPräsentation Presentation2003
4Tompkins, Robert Discussion of Pricing and hedging vulnerable credit derivatives with copulasPräsentation Presentation2003
5Hodges, Stewart ; Tompkins, Robert ; Ziemba, William The Favorite Longshot Bias in S&P 500 Options: The Return to Bets and Cost of InsurancePräsentation Presentation2003
6D´Ecclesia, Rita ; Tompkins, Robert Unconditional return disturbances and dynamic hedging strategiesPräsentation Presentation2003
7Tompkins, Robert G. Why Smiles Exist in Foreign Exchange Options Markets: Isolating Components of the Risk Neutral ProcessPräsentation Presentation2003
8Hubalek, Friedrich ; Teichmann, Josef ; Tompkins, Robert Flexible complete models with stochastic volatility: Generalising Hobson & Rogers (1998)Präsentation Presentation2003
9Tompkins, Robert G. The Favourite Longshot Bias in S&P 500 Options: The Return to Bets and the Cost of InsurancePräsentation Presentation2002
10Tompkins, Robert G. On explicit option pricing in OU-type and related Stochastic Volatility modelsPräsentation Presentation2002
11Tompkins, Robert G. Options on Bond Futures: Isolating The Risk PremiumPräsentation Presentation2002
12Tompkins, Robert G. The Relation between Implied and Realised Probability Density FunctionsPräsentation Presentation2002
13Tompkins, Robert G. The Evaluation of Venture Capital As an Instalment Option: Valuing Real Options Using Real OptionsPräsentation Presentation2002
14Tompkins, Robert G. The Relation between Implied and Realised Probability Density FunctionsPräsentation Presentation2002
15Tompkins, Robert G. Options Markets: The Returns to Betting and the Cost of InsurancePräsentation Presentation2002
16Tompkins, Robert G. The Relation between Implied and Realised Probability Density FunctionsPräsentation Presentation2002
17Tompkins, Robert G. The Relation between Implied and Realised Probability Density FunctionsPräsentation Presentation2002
18Tompkins, Robert G. On explicit option pricing in OU-type and related Stochastic Volatility modelsPräsentation Presentation2002
19Tompkins, Robert The Relation between Implied and Realised Probability Density FunctionsPräsentation Presentation2002
20Tompkins, Robert On explicit option pricing in OU-type and related Stochastic Volatility modelsPräsentation Presentation2002