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GND: 171905318


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option pricing theoryoption tradingstochastischer prozessstochastic processoption pricescredit defaultrisk neutralcurrency optionsstock priceblack scholes modellblack scholes modeltime changedvariance gammajump defaultstock optionsdefault swapsblack scholesprice processdefault intensityreplication european
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Years of publications: 1987 - 2024

The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Peter Carr


Dr.

Alternative spellings:
Peter P. Carr
P. P. Carr
P. Carr

B: 1958
D: 2022
Biblio: Finance and Risk Engineering, New York University Tandon School of Engineering, New York, USA

Affiliations

  • North Carolina State University. Department of Mathematics
  • Courant Institute of Mathematical Sciences
  • Bloomberg Space (London)
  • Morgan Stanley International

    • External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • Bibliothèque nationale de France
  • NACO Authority File
  • Virtual International Authority File (VIAF)
  • International Standard Name Identifier (ISNI)


    • Publishing years

    2
      2024
    3
      2023
    7
      2022
    6
      2021
    4
      2020
    1
      2019
    1
      2018
    9
      2017
    5
      2016
    1
      2015
    5
      2014
    1
      2013
    4
      2012
    5
      2011
    9
      2010
    5
      2009
    6
      2008
    5
      2007
    5
      2006
    4
      2005
    1
      2004
    4
      2003
    1
      2002
    4
      2001
    2
      2000
    3
      1999
    4
      1998
    1
      1997
    2
      1995
    1
      1992
    1
      1990
    1
      1988
    1
      1987

    Series

    1. NYU Tandon Research Paper (4)
    2. Robert H. Smith School Research Paper (2)
    3. NYU Working Paper (2)
    4. Bloomberg Portfolio Research Paper (1)
    5. FDIC Center for Financial Research Working Paper (1)
    6. Discussion paper series (1)
    7. EFA 2004 Maastricht Meetings Paper (1)