Christian P. Fries

2010

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Christian P. Fries trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Fabio Mercurio

Papers from Christian P. Fries's perspective

Ordered by how strongly the researchers Christian P. Fries trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Mathematical Finance: Theory, Modeling, Implementation
  2. Matrix computations
  3. Unconstrained parametrizations for variance-covariance matrices
  4. The Most General Methodology to Create a Valid Correlation Matrix for Risk Management and Option Pricing Purposes
  5. Interest Rates and The Credit Crunch: New Formulas and Market Models
  6. Martingale Methods in Financial Modelling
  7. The Pricing of Options and Corporate Liabilities
  8. Displaced and Mixture Diffusions for Analytically-Tractable Smile Models
  9. MODERN LIBOR MARKET MODELS: USING DIFFERENT CURVES FOR PROJECTING RATES AND FOR DISCOUNTING
  10. Numerical recipes in C

Their papers