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Elena Medova
Elena Medova
Visiting Fellow, Statistical Laboratory, University of Cambridge & Managing Director, CSA
Verified email at cambridge-systems.com
Title
Cited by
Cited by
Year
Planning logistics operations in the oil industry
MAH Dempster, N Hicks Pedron, EA Medova, JE Scott, A Sembos
Journal of the Operational Research Society 51 (11), 1271-1288, 2000
1662000
Stochastic models of control and economic dynamics
IV Evstigneev, VI Arkin
Academic Press, Ltd, 1987
1551987
Global asset liability management
MAH Dempster, M Germano, EA Medova, M Villaverde
British Actuarial Journal 9 (1), 137-195, 2003
1082003
Long term spread option valuation and hedging
MAH Dempster, E Medova, K Tang
Journal of Banking & Finance 32 (12), 2530-2540, 2008
822008
Extremes in operational risk management
EA Medova, MN Kyriacou
This page intentionally left blank, 247, 2001
752001
Measuring risk by extreme values
E Medova
Risk 11, 20-26, 2000
702000
A framework to measure integrated risk
EA Medova, RG Smith*
Quantitative Finance 5 (1), 105-121, 2005
422005
Individual asset liability management
EA Medova, JK Murphy, AP Owen, K Rehman
Quantitative Finance 8 (6), 547-560, 2008
412008
Chance-constrained stochastic programming forintegrated services network management
EA Medova
Annals of Operations Research 81, 213-230, 1998
381998
Empirical copulas for CDO tranche pricing using relative entropy
MAH Dempster, EA Medova, SW Yang
International Journal of Theoretical and Applied Finance 10 (04), 679-701, 2007
362007
Determinants of oil futures prices and convenience yields
MAH Dempster, E Medova, K Tang
Quantitative Finance 12 (12), 1795-1809, 2012
342012
Extreme value theory: extreme values and the measurement of operational risk
E Medova
Operational Risk 1 (7), 13-17, 2000
332000
Designing minimum guaranteed return funds
MAH Dempster, M Germano, EA Medova, MI Rietbergen, F Sandrini, ...
Quantitative Finance 7 (2), 245-256, 2007
312007
Managing guarantees
MAH Dempster, M Germano, EA Medova, MI Rietbergen, F Sandrini, ...
The Journal of Portfolio Management 32 (2), 51-61, 2006
302006
Operational risk capital allocation and integration of risks
EA Medova
Research Papers In Management Studies-University Of Cambridge Judge …, 2001
282001
Long-term interest rates and consol bond valuation
M Dempster, E Medova, M Villaverde
Asset and Liability Management Handbook, 79-109, 2011
252011
10 Developing a practical yield curve model: an odyssey
MAH Dempster, J Evans, E Medova
Developments in macro-finance yield curve modelling, 251, 2014
232014
Comparison of sampling methods for dynamic stochastic programming
MAH Dempster, EA Medova, YS Yong
Stochastic optimization methods in finance and energy, 389-425, 2011
182011
Pricing equity default swaps using structural credit models
E Medova, RG Smith
University of Cambridge, Judge Institute of Management Working Paper, 2004
162004
A stochastic programming approach to network planning
MAH Dempster, EA Medova, RT Thompson
Teletraffic Contributions for the Information Age. Proceedings of the 15th …, 1997
161997
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