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Nick Costanzino
Nick Costanzino
Barclays Capital & NYU
Email verificata su barclayscapital.com
Titolo
Citata da
Citata da
Anno
Backtesting general spectral risk measures with application to expected shortfall
N Costanzino, M Curran
Available at SSRN 2514403, 2015
642015
Solitary waves of the regularized short pulse and Ostrovsky equations
N Costanzino, V Manukian, CKRT Jones
SIAM journal on mathematical analysis 41 (5), 2088-2106, 2009
442009
A simple traffic light approach to backtesting expected shortfall
N Costanzino, M Curran
Risks 6 (1), 2, 2018
402018
Closed-form asymptotics and numerical approximations of 1D parabolic equations with applications to option pricing
W Cheng, N Costanzino, J Liechty, A Mazzucato, V Nistor
SIAM Journal on Financial Mathematics 2 (1), 901-934, 2011
36*2011
Spectral stability of noncharacteristic isentropic Navier–Stokes boundary layers
N Costanzino, J Humpherys, T Nguyen, K Zumbrun
Archive for rational mechanics and analysis 192 (3), 537-587, 2009
26*2009
Approximate solutions to second order parabolic equations I: analytical estimates
R Costantinescu, N Costanzino, AL Mazzucato, V Nistor
Journal of Mathematical Physics 51, 103502, 2010
222010
Existence and stability of curved multidimensional detonation fronts
N Costanzino, HK Jenssen, G Lyng, M Williams
Indiana University mathematics journal, 1405-1461, 2007
192007
Bond and CDS pricing via the stochastic recovery Black-Cox Model
A Cohen, N Costanzino
Risks 5 (2), 26, 2017
13*2017
On the properties of large banded spherulites in a maleic anhydride–polyacrylonitrile mixture
MM Degen, N Costanzino, J Bechhoefer
Journal of crystal growth 209 (4), 953-962, 2000
122000
Existence of multi-pulses of the regularized short-pulse and Ostrovsky equations
V Manukian, N Costanzino, CKRT Jones, B Sandstede
Journal of Dynamics and Differential Equations 21 (4), 607-622, 2009
112009
Empirical performance of backtesting methods for expected shortfall
S Clift, N Costanzino, M Curran
Available at SSRN 2618345, 2016
82016
Approximate solutions to second order parabolic equations III: the degenerate case
W Cheng, R Costantinescu, N Costanzino, AL Mazzucato, V Nistor
preparation, 0
5
Symmetric solutions to multi-dimensional conservation laws
N Costanzino, HK Jenssen
publication from the 9, 2008
42008
A general framework for incorporating stochastic recovery in structural models of credit risk
A Cohen, N Costanzino
Risks 5 (4), 65, 2017
32017
Bond and CDS Pricing with Recovery Risk II: The Stochastic Recovery Black-Cox Model
A COHEN, N COSTANZINO
SSRN Preprint, 2015
32015
Existence of topologically cylindrical shocks
N Costanzino
Comptes Rendus Mathematique 346 (5-6), 283-286, 2008
22008
Existence and stability of nonlinear wave structures in one and several space dimensions
ND Costanzino
Brown University, 2006
12006
A Unified Framework for Default Modeling
HJ Stein, A Cohen, N Costanzino
Available at SSRN, 2022
2022
How to Price Recovery Risk
A Cohen, N Costanzino
CreditFlux, April, 2015
2015
Letter from the Editor-in-Chief vii
P Abad, SB Muela, CL Martn, N Costanzino, M Curran, ...
2015
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
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