EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Research Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: person:"JOSHI, MARK"
Narrow search

Narrow search

Year of publication
Subject
All
Option pricing theory 68 Optionspreistheorie 68 Monte Carlo simulation 45 Theorie 44 Theory 44 Monte-Carlo-Simulation 42 Yield curve 31 Zinsstruktur 31 Derivat 23 Derivative 23 Option trading 19 Optionsgeschäft 19 Greece 13 Griechenland 13 Volatility 13 Volatilität 13 Interest rate derivative 12 Simulation 12 Stochastic process 12 Stochastischer Prozess 12 Swap 12 Zinsderivat 12 Estimation theory 9 Schätztheorie 9 Currency derivative 8 Währungsderivat 8 Finanzmathematik 7 LIBOR market model 6 Monte Carlo 6 Portfolio selection 6 Portfolio-Management 6 USA 6 United States 6 Bermudan options 5 Black-Scholes model 5 Black-Scholes-Modell 5 Robust statistics 5 Robustes Verfahren 5 Sensitivity analysis 5 Sensitivitätsanalyse 5
more ... less ...
Online availability
All
Free 96 Undetermined 25
Type of publication
All
Book / Working Paper 115 Article 68
Type of publication (narrower categories)
All
Arbeitspapier 43 Working Paper 43 Graue Literatur 35 Non-commercial literature 35 Article in journal 29 Aufsatz in Zeitschrift 29 Bibliographie 2 Einführung 2 Lehrbuch 2 Textbook 2 Glossar enthalten 1 Glossary included 1
more ... less ...
Language
All
English 126 Undetermined 57
Author
All
Joshi, Mark S. 142 Joshi, Mark 31 Chan, Jiun Hong 23 Beveridge, Christopher 19 Tang, Robert 15 Yang, Chao 14 Zhu, Dan 13 Denson, Nick 10 Chao Yang 9 Fries, Christian P. 6 Kwon, Oh Kang 6 JOSHI, MARK 4 Chen, Ting 3 Ranasinghe, Navin 3 Stacey, Alan 3 Stacey, Alan M. 3 Wiguna, Alexander 3 Wright, Will M. 3 Ametrano, Ferdinando M. 2 Beveridge, Chris J. 2 Cheng, Xiang 2 Jacobi, Liana 2 Joshi, Mark S 2 Kwok, Chun Fung 2 Leung, Terence 2 Liesch, Lorenzo 2 Rebonato, Riccardo 2 Ametrano, Ferdinando 1 BEVERIDGE, CHRISTOPHER 1 Beveridge, Chris J 1 Chan, Juin Hong 1 Denson, Nicholas 1 Downes, Andrew 1 FRIES, CHRISTIAN P. 1 Hunter, Chris 1 JOSHI, MARK S. 1 JOSHI, Mark | PITT 1 Joshi, Mark S.& Liesch 1 Joshi, Mark Suresh 1 Jäckel, Peter 1
more ... less ...
Institution
All
Department of Economics, Faculty of Business and Economics 1
Published in...
All
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne 42 The journal of computational finance 9 Quantitative Finance 8 International journal of theoretical and applied finance 7 Journal of risk 6 International Journal of Theoretical and Applied Finance (IJTAF) 5 Journal of economic dynamics & control 5 Mathematical finance : an international journal of mathematics, statistics and financial theory 4 Risk : managing risk in the world's financial markets 4 Applied mathematical finance 3 Astin bulletin : the journal of the International Actuarial Association 3 Journal of Economic Dynamics and Control 3 Management science : journal of the Institute for Operations Research and the Management Sciences 2 Mathematics, finance and risk 2 The journal of futures markets 2 Algorithmic Finance 1 Applied Mathematical Finance 1 Department of Economics - Working Papers Series 1 European journal of operational research : EJOR 1 IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development 1 International series on actuarial science 1 Journal of Futures Markets 1 Management Science 1 Operations research letters 1 Working papers 1
more ... less ...
Source
All
ECONIS (ZBW) 138 RePEc 21 OLC EcoSci 19 USB Cologne (EcoSocSci) 5
Showing 1 - 10 of 183
Cover Image
Analyzing the bias in the primal-dual upper bound method for early exercisable derivatives : bounds, estimation and removal
Joshi, Mark S. - 2014
Persistent link: https://www.econbiz.de/10010348822
Saved in:
Cover Image
Kooderive : multi-core graphics cards, the LIBOR market model, least-squares Monte Carlo and the pricing of cancellable swaps
Joshi, Mark S. - 2014
Persistent link: https://www.econbiz.de/10010348823
Saved in:
Cover Image
Automatic Infinitesimal Perturbation Analysis for Bayesian MCMC Inference via Gibbs Samplers
Jacobi, Liana - 2020
Infinitesimal perturbation analysis is a widely used approach to assess the input sensitivities of stochas- tic dynamic systems in the classical simulation context. In this paper, we introduce an efficient nu- merical approach to undertake Infinitesimal perturbation analysis in the context of...
Persistent link: https://www.econbiz.de/10012849937
Saved in:
Cover Image
The rate of convergence of the two-state lattice model for pricing vanilla options
Joshi, Mark S.; Kwok, Chun Fung - 2013
Persistent link: https://www.econbiz.de/10010349107
Saved in:
Cover Image
Optimal limit methods for computing sensitivities of discontinious integrals including triggerable derivative securities
Chan, Jiun Hong; Joshi, Mark S. - 2012
Preview
Preview
Persistent link: https://www.econbiz.de/10009553205
Saved in:
Cover Image
Accelerating pathwise greeks in the Libor Market Model
Joshi, Mark S.; Wiguna, Alexander - 2011
Preview
Preview
Persistent link: https://www.econbiz.de/10009153351
Saved in:
Cover Image
Fourier transforms, option pricing and controls
Joshi, Mark S.; Chao Yang - 2011
Preview
Preview
Persistent link: https://www.econbiz.de/10009419875
Saved in:
Cover Image
Optimal partial proxy method for computing gammas of financial products with discontinuous and angular payoffs
Joshi, Mark S.; Zhu, Dan - In: Applied mathematical finance 23 (2016) 1/2, pp. 22-56
Persistent link: https://www.econbiz.de/10011546983
Saved in:
Cover Image
An exact method for the sensitivity analysis of systems simulated by rejection techniques
Joshi, Mark S.; Zhu, Dan - In: European journal of operational research : EJOR 254 (2016) 3, pp. 875-888
Persistent link: https://www.econbiz.de/10011521858
Saved in:
Cover Image
The efficient computation and the sensitivity analysis of finite-time ruin probabilities and the estimation of risk-based regulatory capital
Joshi, Mark S.; Zhu, Dan - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 431-467
Persistent link: https://www.econbiz.de/10011576782
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...