Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Author Realdon, M
Showing results 1 to 12 of 12
| Issue Date | Title | Author(s) |
|---|---|---|
| 5-Feb-2024 | Accounting based valuations with multiple “anchors” | Realdon, M |
| 2018 | Discounting earnings with stochastic discount rates | Realdon, M |
| 4-Feb-2021 | Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS) | Realdon, M |
| 26-Jan-2024 | The efficiency of the Estr overnight index swap market | Realdon, M |
| 2025 | EXTENDED QUADRATIC TERM STRUCTURE MODELS FOR CREDIT RISK PRICING | Realdon, M |
| 2021 | FORECASTING SOVEREIGN CDS PRICES | Realdon, M; Upreti, V; Miftah, B |
| 2017 | Gaussian models for Euro high grade government yields | Realdon, M |
| 2017 | Linear–quadratic term structure models for negative euro area yields | Realdon, M; Boonyanet, W |
| 2017 | Non-linear Gaussian sovereign CDS pricing models | Realdon, M |
| 2021 | QUADRATIC VARIANCE TERM STRUCTURE MODELS | Realdon, M |
| 2016 | Tests of non linear Gaussian term structure models | Realdon, M |
| 2025 | TRACTABLE AFFINE VOLATILITY TERM STRUCTURE MODELS | Realdon, M |