Concepedia

Dherminder Kainth

DK

2

Publications

80

Citations

2

H-Index

2004

Active since

Affiliations

Royal Bank of Scotland (United Kingdom)(Current)

Dherminder Kainth is an author at Royal Bank of Scotland (United Kingdom) specializing in volatility modeling, business, and option pricing.

Top concepts

FinanceBusinessAsset PricingOption PricingStochastic CalculusVolatility ModelingFinancial EngineeringMultivariate Stochastic Volatility

Publications per year

2004–2004

2

Publications

2

Rapid and accurate development of prices and Greeks for<i>n</i>th to default credit swaps in the Li model

Mark S. Joshi, Dherminder Kainth · Quantitative Finance · 2004 · 63 citations

A TWO-REGIME, STOCHASTIC-VOLATILITY EXTENSION OF THE LIBOR MARKET MODEL

Riccardo Rebonato, Dherminder Kainth · International Journal of Theoretical and Applied Finance · 2004 · 17 citations

Volatility Modeling, Multivariate Stochastic Volatility, Option Pricing +11

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