Concepedia

Neil Chriss

NC

Statistics

Publications

6

Citations

4.2K

H-Index

6

Active since

1990

Affiliations

Goldman Sachs (United States)(Current)

Neil Chriss is an author at Goldman Sachs (United States) specializing in finance, financial economics, and business.

Publications per year

1990–2006

6

Publications

6

<i>An Introduction to Econophysics: Correlations and Complexity in Finance</i>

Rosario N. Mantegna, H. Eugene Stanley, Neil Chriss · Physics Today · 2000 · 2.3K citations · Full text

, , +17

Optimal execution of portfolio transactions

Robert Almgren, Neil Chriss · The Journal of Risk · 2001 · 1.6K citations

, , +17

Implied Trinomial Tress of the Volatility Smile

Emanuel Derman, Iraj Kani, Neil Chriss · The Journal of Derivatives · 1996 · 145 citations

, , +6

Market Risk for Volatility and Variance Swaps

Neil Chriss, William Moroko · 1999 · 27 citations

, , +17

Neural networks for triggering

B. Denby, M. Campbell, F. Bedeschi et al. · IEEE Transactions on Nuclear Science · 1990 · 22 citations · Full text

, , +10

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