Kata Váradi

13 papers C 13
YearRankTypeTitle / Venue / Authors
2024 C conf
Valuing A Compound Exchange Option By Monte Carlo Method.
ECMS
Patricia Becsky-Nagy, Janos Szaz, Kata Váradi
2022 C conf
Implied Volatility Based Margin Calculation On Cryptocurrency Markets.
ECMS
Balazs Kralik, Nora Felfoeldi-Szuecs, Kata Váradi
2021 C conf
Clearinghouses Versus Central Counterparties From Margin Calculation Point Of View.
ECMS
Melinda Friesz, Kata Váradi
2020 C conf
The Necessary Size Of The Skin-In-The-Game To Stay In The Game.
ECMS
Kira Muratov-Szabo, Andrea Prepuk, Melinda Szodorai, Kata Váradi
2019 C conf
Together Forever Or Separated For Life: Stress Tests Of Central Counterparties In Case Of Merged And Separated Default Funds.
ECMS
Ferenc Illés, Kira Muratov-Szabo, Andrea Prepuk, Melinda Szodorai, Kata Váradi
2018 C conf
Supplementation Of The Regulation Of Anti-Cyclical Margin Measures.
ECMS
Csilla Szanyi, Melinda Szorodai, Kata Váradi
2017 C conf
A Margin Calculation Method For Illiquid Products.
ECMS
Marcell Beli, Csilla Szanyi, Kata Váradi
2017 C ed.
European Conference on Modelling and Simulation, ECMS 2017, Budapest, Hungary, May 23-26, 2017, Proceedings.
ECMS
Zita Zoltay Paprika, Peter Horák, Kata Váradi, Péter Tamás Zwierczyk, Ágnes Vidovics-Dancs, János Péter Rádics
2016 C conf
Taxation And Corporate Performance: Less Is More.
ECMS
Peter Juhasz, Kata Váradi
2016 C conf
Tracking Business Trends - Dilemmas Of Measurement.
ECMS
Peter Juhasz, Janos Szaz, Kata Váradi, Ágnes Vidovics-Dancs
2015 C conf
Resiliency On Order-Driven Markets.
ECMS
Dániel Havran, Kata Váradi
2014 C conf
The Definition Of Stress Situations And Their Prediction Using Liquidity In The Framework Of The EMIR Regulation.
ECMS
Barbara Dömötör, Kata Váradi
2013 C conf
Cost Simulation Of An Inflation-Linked And A Floater Bond With Backtesting.
ECMS
Kata Váradi, Ágnes Vidovics-Dancs