//--> //--> //-->
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:"Oosterlee, Cornelis Willebrordus"
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: person:"Jain, S."
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
3
Derivative
3
Option pricing theory
3
Optionspreistheorie
3
Swap
3
Credit risk
2
Interest rate derivative
2
Kreditrisiko
2
Stochastic process
2
Stochastischer Prozess
2
Zinsderivat
2
Applied mathematical finance
1
Bermudan Swaptions
1
Bermudan swaption
1
Bermudan swaptions
1
Bundling strategy
1
Computer network
1
Computernetz
1
Finanzmathematik
1
LIBOR market model
1
Leistungsbündel
1
Mathematical finance
1
Measurement
1
Messung
1
Monte Carlo Simulation
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
XVA
1
Yield curve
1
Zinsstruktur
1
computational finance
1
credit exposure
1
credit valuation adjustment (CVA)
1
credit value adjustment (CVA)
1
derivative pricing models
1
interest rate modelling
1
potential future exposure (PFE)
1
real-world measure
1
risk-neutral measure
1
stochastic grid bundling method (SGBM)
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Oosterlee, Cornelis Willebrordus
Jain, S. P.
38
Jain, Subhash C.
37
Jain, S.
24
Jain, S. C.
24
Jain, S. K.
20
Jain, S.C.
10
Jain, S.K.
8
Pant, Y. P.
6
Jain, Sanjay
5
Jain, P.K.
4
Jain, S. N.
4
Jain, Shashi
4
Jain, Sonali
4
Jain, Vipul
4
K, Jain S
4
Kedia, Ben L.
4
Deshmukh, S. G.
3
Gopal, Naik
3
Gupta, A. K. Sen
3
Jain, S. B.
3
Jain, S. S.
3
Kapoor, M. C.
3
Karlsson, Patrik
3
Khanna, S. K.
3
Mahapatra, P.K.
3
Ramdas, Kamalini
3
Singh, Mewa
3
Singh, P.K.
3
Singla, M.L.
3
Walia, M.S.
3
Yamano, T.
3
Ault, S.
2
Bahadur, Tej
2
Bejou, D.
2
Bhardwaj, B. R.
2
Buckley, P.
2
Griffith, David A.
2
Gupta, Reeta
2
Jain, Richa
2
more ...
less ...
Published in...
All
Applied mathematical finance
1
International journal of financial engineering
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
Saved in:
2
Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 175-196
Persistent link: https://www.econbiz.de/10011704227
Saved in:
3
Efficient computation of exposure profiles on real-world and risk-neutral scenarios for Bermudan swaptions
Feng, Qian
;
Jain, Shashi
;
Karlsson, Patrik
;
Kandhai, Drona
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 139-172
Persistent link: https://www.econbiz.de/10011639641
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->