Kata Váradi

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 10

Top Topics

Monte Carlo Method

Top Venues

Publications

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