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Valuation of credit default swaps and swaptions
Jamshidian, Farshid - In: Finance and stochastics 8 (2004) 3, pp. 343-371
Persistent link: https://www.econbiz.de/10002130315
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Scenario simulation: theory and methodology
Jamshidian, Farshid - In: Finance and stochastics 1 (1997) 1, pp. 43-67
Persistent link: https://www.econbiz.de/10001215730
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LIBOR and swap market models and measures
Jamshidian, Farshid - In: Finance and stochastics 1 (1997) 4, pp. 293-330
Persistent link: https://www.econbiz.de/10001226611
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Scenario Simulation: Theory and methodology
Jamshidian, F.; Zhu, Y. - In: Finance and stochastics 1 (1997) 1, pp. 43-68
Persistent link: https://www.econbiz.de/10008219539
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LIBOR and swap market models and measures
Jamshidian, F. - In: Finance and stochastics 1 (1997) 4, pp. 293-330
Persistent link: https://www.econbiz.de/10008219561