1
Publications
470
Citations
1
H-Index
1999
Active since
Affiliations
Goldman Sachs (United States)(Current)
Kresimir Demeterfi is an author at Goldman Sachs (United States) specializing in asset pricing, multivariate stochastic volatility, and option pricing.
Top concepts
FinanceBusinessEngineeringAsset PricingOption PricingVolatility RiskVolatility ModelingFinancial EngineeringStochastic VolatilityMultivariate Stochastic Volatility
Publications per year
1999–1999
1
1
A Guide to Volatility and Variance Swaps
Kresimir Demeterfi, Emanuel Derman, Michael Kamal et al. · The Journal of Derivatives · 1999 · 470 citations
Volatility Modeling, Multivariate Stochastic Volatility, Option Pricing +12
Rows per page
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