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Non-Gaussianity
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Asset Management
Credit Derivatives
Incomplete Markets
Market Risk
Non-Gaussianity
New families of distributions fitting L-moments for modeling financial data
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Submitted 2003
Non-Gaussianity
A theoretical comparison between moments and L-moments
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Submitted 2003
Non-Gaussianity
Stable distribution: A survey on simulation and calibration methodologies
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Publication 2003.
Non-Gaussianity
Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis
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Non-Gaussianity
Nongaussian Multivariate Simulations in Mark-to-Future calculations
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Proceedings of the Mercado de Futuros, Madrid 2002
Non-Gaussianity
Applications of descriptive measures in Risk Management
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Ph.D. thesis. 2002 - Department of Mathematics. University of Toronto
Non-Gaussianity
Measures of dependence for multivariate Levy distributions
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American Institute of Physics. 2001
Non-Gaussianity
Analytical methods for multivariate stable probability distributions
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Ph.D. thesis. 2001 - Department of Mathematics. University of Toronto
Non-Gaussianity
Non-Gaussian Univariate Distributions
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RiskLab - AlgoReserachQuaterly, Jan 2000
Non-Gaussianity
