Concepedia

William Moroko

WM

1

Publications

27

Citations

1

H-Index

1999

Active since

Affiliations

Goldman Sachs (United States)(Current)

William Moroko is an author at Goldman Sachs (United States) specializing in volatility modeling, statistics, and multivariate stochastic volatility.

Top concepts

FinanceBusinessStatisticsEngineeringMarket RiskAsset PricingOption PricingRisk ManagementFinancial EconomicsVolatility Modeling

Publications per year

1999–1999

1

Publications

1

Market Risk for Volatility and Variance Swaps

Neil Chriss, William Moroko · 1999 · 27 citations

Volatility Modeling, Multivariate Stochastic Volatility, Financial Economics +13

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