Packham, Natalie
- Hedging Cryptocurrency Options
2021/11/23 by Matic, Jovanka Lili, Packham, Natalie, Härdle, Wolfgang Karl · 2 citations
#FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME) #Pricing of Securities (q-fin.PR)
- Risk factor aggregation and stress testing
2023/10/06 by Natalie Packham, Packham, Natalie · 2 citations
Economics, Econometrics and Finance · #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (stat.ML) #Market Dynamics and Volatility #Risk Management (q-fin.RM)