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The concepts and practice of mathematical finance
Joshi, Mark S. - 2003 - 1. publ.
Persistent link: https://www.econbiz.de/10001788055
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C++ design patterns and derivatives pricing
Joshi, Mark S. - 2008
Persistent link: https://www.econbiz.de/10004924183
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Introduction to mathematical portfolio theory
Joshi, Mark S.; Paterson, Jane - 2013
Persistent link: https://www.econbiz.de/10009773166
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C++ design patterns and derivatives pricing
Joshi, Mark S. - 2006 - Repr. with corr.
Persistent link: https://www.econbiz.de/10004863389
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The concepts and practice of mathematical finance
Joshi, Mark S. - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10004922030
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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
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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
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An exact and efficient method for computing cross-Gammas of Bermudan swaptions and cancelable swaps under the Libor market model
Joshi, Mark S.; Zhu, Dan - In: The journal of computational finance 20 (2016) 1, pp. 113-137
Persistent link: https://www.econbiz.de/10011639618
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Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies
Joshi, Mark S.; Tang, Robert - In: Journal of economic dynamics & control 40 (2014), pp. 25-45
Persistent link: https://www.econbiz.de/10010424450
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The convergence of binomial trees for pricing the American put
Joshi, Mark S. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003797784