Kata Váradi

According to our database, Kata Váradi authored at least 11 papers between 2013 and 2022.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2022

Implied Volatility Based Margin Calculation On Cryptocurrency Markets.

Balazs Kralik, Nora Felfoeldi-Szuecs, Kata Váradi

Proceedings of the 36th ECMS International Conference on Modelling and Simulation, 2022

2021

Clearinghouses Versus Central Counterparties From Margin Calculation Point Of View.

Melinda Friesz, Kata Váradi

Proceedings of the 35th International ECMS International Conference on Modelling and Simulation, 2021

2020

The Necessary Size Of The Skin-In-The-Game To Stay In The Game.

Kira Muratov-Szabo, Andrea Prepuk, Melinda Szodorai, Kata Váradi

Proceedings of the 34th International ECMS Conference on Modelling and Simulation, 2020

2019

Together Forever Or Separated For Life: Stress Tests Of Central Counterparties In Case Of Merged And Separated Default Funds.

Ferenc Illés, Kira Muratov-Szabo, Andrea Prepuk, Melinda Szodorai, Kata Váradi

Proceedings of the 33rd International ECMS Conference on Modelling and Simulation, 2019

2018

Supplementation Of The Regulation Of Anti-Cyclical Margin Measures.

Csilla Szanyi, Melinda Szorodai, Kata Váradi

Proceedings of the European Conference on Modelling and Simulation, 2018

2017

A Margin Calculation Method For Illiquid Products.

Marcell Beli, Csilla Szanyi, Kata Váradi

Proceedings of the European Conference on Modelling and Simulation, 2017

2016

Taxation And Corporate Performance: Less Is More.

Peter Juhasz, Kata Váradi

Proceedings of the 30th European Conference on Modelling and Simulation, 2016

Tracking Business Trends - Dilemmas Of Measurement.

Peter Juhasz, Janos Szaz, Kata Váradi, Ágnes Vidovics-Dancs

Proceedings of the 30th European Conference on Modelling and Simulation, 2016

2015

Resiliency On Order-Driven Markets.

Dániel Havran, Kata Váradi

Proceedings of the 29th European Conference on Modelling and Simulation, 2015

2014

The Definition Of Stress Situations And Their Prediction Using Liquidity In The Framework Of The EMIR Regulation.

Barbara Dömötör, Kata Váradi

Proceedings of the 28th European Conference on Modelling and Simulation, 2014

2013

Cost Simulation Of An Inflation-Linked And A Floater Bond With Backtesting.

Kata Váradi, Ágnes Vidovics-Dancs

Proceedings of the 27th European Conference on Modelling and Simulation, 2013