//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Cook, Steven"
~person:"Joshi, Mark S."
~subject:"Currency derivative"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"SENSITIVITY ANALYSIS"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Currency derivative
Sensitivity analysis
6
Sensitivitätsanalyse
6
Estimation theory
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Schätztheorie
3
Simulation
3
Option pricing theory
2
Optionspreistheorie
2
Probability theory
2
Theorie
2
Theory
2
Wahrscheinlichkeitsrechnung
2
Acceptance-rejection sampling
1
Bayes-Statistik
1
Bayesian inference
1
Bermudan options
1
Cointegration
1
Derivat
1
Derivative
1
Estimation
1
Interest rate derivative
1
Kointegration
1
LIBOR market model
1
Markov chain
1
Markov-Kette
1
Monte Carlo
1
Option pricing under Levy processes
1
Queueing theory
1
Queuing theory
1
Sampling
1
Schätzung
1
Stichprobenerhebung
1
Warteschlangentheorie
1
Währungsderivat
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
automatic differentiation
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Cook, Steven
Joshi, Mark S.
Lorimier, Sabine
1
Wiguna, Alexander
1
Published in...
All
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Accelerating pathwise Greeks in the LIBOR market model
Joshi, Mark S.
;
Wiguna, Alexander
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009624523
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->