Key results in financial economics

1. Gauge modelling non-equilibrium price dynamics: non-equilibrium corrections of equilibrium pricing models >>

2. First no-arbitrage market model for relative pricing of equity and credit derivatives (Credit Risk Reversal) >>

3. Complete Market Model of Local Correlation >>

4. How to reconcile Technical Analysis and Market Efficiency in case of non-equilibrium markets >>

5. Stochastic Volatility Membrane – market model of the whole volatility surface as stochastic deformations of local volatility >>

6. Introduction of floored short-term volatility models >>

7. Explicit solution of Salomon Brothers short-term interest rate model (log-normal rates) >>