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Information about:
Christina Nikitopoulos-Sklibosios

Personal Details | Affiliation | Works
This is information that was supplied by Christina Nikitopoulos-Sklibosios in registering through RePEc. If you are Christina Nikitopoulos-Sklibosios , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Christina
Middle Name:
Last Name: Nikitopoulos-Sklibosios
Suffix:

RePEc Short-ID: pni44

Email:
Homepage: http://datasearch.uts.edu.au/business/staff/finance/details.cfm?StaffId=353
Postal Address: PO Box 123 Broadway NSW 2007 Australia
Phone: +61 2 9514 7769

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Nicola Bruti-Liberati & Christina Nikitopoulos-Sklibosios & Eckhard Platen & Erik Schlogl, 2009. "Alternative Defaultable Term Structure Models," Research Paper Series 242, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

  2. Nicola Bruti-Liberati & Christina Nikitopoulos-Sklibosios & Eckhard Platen, 2007. "Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models," Research Paper Series 198, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

  3. Carl Chiarella & Christina Nikitopoulos-Sklibosios & Erik Schlogl, 2005. "A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps," Research Paper Series 167, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

  4. Carl Chiarella & Erik Schlögl & Christina Nikitopoulos-Sklibosios, 2004. "A Markovian Defaultable Term Structure Model with State Dependent Volatilities," Research Paper Series 135, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    Published as:

  5. Carl Chiarella & Christina Nikitopoulos-Sklibosios, 2004. "A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework," Research Paper Series 132, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    Published as:

  6. Christina Nikitopoulos-Sklibosios & Carl Chiarella, 2003. "An Implementation of the Shirakawa Jump-Diffusion Term Structure Model," Computing in Economics and Finance 2003 201, Society for Computational Economics.

Articles

  1. Carl Chiarella & Christina Nikitopoulos Sklibosios & Erik Schlã–Gl, 2007. "A Markovian Defaultable Term Structure Model With State Dependent Volatilities," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 155-202. [Downloadable!] (restricted)
    Other versions:

  2. Carl Chiarella & Christina Nikitopoulos Sklibosios & Erik Schlögl, 2007. "A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps," Applied Mathematical Finance, Taylor and Francis Journals, vol. 14(5), pages 365-399. [Downloadable!] (restricted)

  3. Carl Chiarella & Christina Sklibosios, 2003. "A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework," Asia-Pacific Financial Markets, Springer, vol. 10(2), pages 87-127, September. [Downloadable!] (restricted)
    Other versions:

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (2) 2005-10-29 2009-03-14 Author is listed
  2. NEP-FIN: Finance (3) 2004-11-22 2004-11-22 2005-10-29 Author is listed
  3. NEP-MAC: Macroeconomics (2) 2004-11-22 2005-10-29 Author is listed
  4. NEP-MON: Monetary Economics (1) 2005-01-10
Did you know? RePEc stands for Research Papers in Economics.

This page was last updated on 2009-11-25.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.