Concepedia

Les Vosper

LV

Statistics

Publications

4

Citations

465

H-Index

4

Active since

1999

Affiliations

University of Westminster(Current)

Università della Svizzera italiana

Les Vosper is an author at University of Westminster specializing in asset pricing, volatility modeling, and engineering.

Top concepts

FinanceBusinessStatisticsEngineeringAsset PricingVolatility ModelingOption PricingFinancial EconomicsPortfolio ManagementQuantitative Finance

Publications per year

1999–2002

4

Publications

4

VaR without correlations for portfolios of derivative securities

Giovanni Barone‐Adesi, Kostas Giannopoulos, Les Vosper · Journal of Futures Markets · 1999 · 305 citations

Volatility Modeling, Engineering, Portfolio Management +19

Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS)

Giovanni Barone‐Adesi, Kostas Giannopoulos, Les Vosper · European Financial Management · 2002 · 115 citations

Volatility Modeling, Engineering, Simulation +17

VaR without correlations for portfolios of derivative securities

Giovanni Barone‐Adesi, Kostas Giannopoulos, Les Vosper · Journal of Futures Markets · 1999 · 30 citations

Volatility Modeling, Engineering, Portfolio Management +19

Filtering Historical Simulation. Backtest Analysis

Les Vosper, Giovanni Barone‐Adesi, Kostas Giannopoulos · 2000 · 15 citations

Volatility Modeling, Engineering, Simulation +22

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