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Andrew Green

Identifiers

  • name variant Andrew Green 0.60 · backfill

Papers (22)

  1. Deeply Learning Derivatives q-fin.CP · 2018 · author #2
  2. The Asymmetric Bowshock/PWN of PSR J2124$-$3358 astro-ph.HE · 2017 · author #3
  3. XVA at the Exercise Boundary q-fin.PR · 2016 · author #1
  4. Time Evolution and Deterministic Optimisation of Correlator Product States quant-ph · 2016 · author #5
  5. Which measure for PFE? The Risk Appetite Measure, A q-fin.RM · 2015 · author #2
  6. The SAMI Galaxy Survey: Can we trust aperture corrections to predict star formation? astro-ph.GA · 2015 · author #14
  7. First Light Results from the Hermes Spectrograph at the AAT astro-ph.IM · 2015 · author #26
  8. Dirac Processes and Default Risk q-fin.PR · 2015 · author #2
  9. Self-Financing Trading and the Ito-Doeblin Lemma q-fin.PR · 2015 · author #2
  10. Efficient XVA Management: Pricing, Hedging, and Attribution using Trade-Level Regression and Global Conditioning q-fin.CP · 2014 · author #2
  11. Warehousing Credit (CVA) Risk, Capital (KVA) and Tax (TVA) Consequences q-fin.PR · 2014 · author #2
  12. VAR and ES/CVAR Dependence on data cleaning and Data Models: Analysis and Resolution q-fin.RM · 2014 · author #2
  13. KVA: Capital Valuation Adjustment q-fin.PR · 2014 · author #1
  14. MVA: Initial Margin Valuation Adjustment by Replication and Regression q-fin.PR · 2014 · author #1
  15. Regulatory-Compliant Derivatives Pricing is Not Risk-Neutral q-fin.PR · 2013 · author #2
  16. Regulatory-Optimal Funding q-fin.PR · 2013 · author #2
  17. Collateral-Enhanced Default Risk q-fin.RM · 2013 · author #2
  18. Will Central Counterparties become the New Rating Agencies? q-fin.GN · 2012 · author #2
  19. CDS pricing under Basel III: capital relief and default protection q-fin.PR · 2012 · author #2
  20. AAO Observer Number 122 (August 2012) astro-ph.IM · 2012 · author #1
  21. The Tully-Fisher Relation for 25,000 SDSS Galaxies as Function of Environment astro-ph.CO · 2012 · author #2
  22. MLAPM - a C code for cosmological simulations astro-ph · 2001 · author #2

Mentions

  • 1504.04581 #2 · backfill · confidence 0.70 Andrew Green
  • 1501.02750 #2 · backfill · confidence 0.70 Andrew Green
  • 1412.5332 #2 · backfill · confidence 0.70 Andrew Green
  • 1407.3201 #2 · backfill · confidence 0.70 Andrew Green
  • 1405.7611 #2 · backfill · confidence 0.70 Andrew Green
  • 1405.0515 #1 · backfill · confidence 0.70 Andrew Green
  • 1405.0508 #1 · backfill · confidence 0.70 Andrew Green
  • 1311.0118 #2 · backfill · confidence 0.70 Andrew Green
  • 1310.3386 #2 · backfill · confidence 0.70 Andrew Green
  • 1302.4595 #2 · backfill · confidence 0.70 Andrew Green
  • 1211.6349 #2 · backfill · confidence 0.70 Andrew Green
  • 1211.5517 #2 · backfill · confidence 0.70 Andrew Green
  • 1210.0625 #1 · backfill · confidence 0.70 Andrew Green
  • 1206.1662 #2 · backfill · confidence 0.70 Andrew Green

Frequent Coauthors