Narrow search
Showing 1 - 10 of 16
Cover Image
Combinatorial Chemistry -- Principles and Practices
Dixit, S.G.; Joshi, M.S.; Bodhankar, S.L. - In: Journal of scientific and industrial research : JSIR 57 (1998) 4, pp. 173-183
Persistent link: https://www.econbiz.de/10006305710
Cover Image
CUTTING EDGE Credit derivatives - Intensity gamma - The authors develop a new model for correlation of credit defaults based on a financially intuitive concept of business time sim...
Joshi, Mark; Stacey, Alan - In: Risk : managing risk in the world's financial markets 19 (2006) 7, pp. 78-83
Persistent link: https://www.econbiz.de/10007280030
Cover Image
Interest rate derivatives - Juggling snowballs - Previous work on the valuation of cancellable snowball swaps in the Libor market model suggested the use of nested Monte Carlo simu...
Beveridge, Christopher; Joshi, Mark - In: Risk : managing risk in the world's financial markets 21 (2008) 12, pp. 100-104
Persistent link: https://www.econbiz.de/10008157245
Cover Image
Fast and accurate long-stepping simulation of the Heston stochastic volatility model
Chan, Jiun Hong; Joshi, Mark - In: The journal of computational finance 16 (2013) 3, pp. 47-98
Persistent link: https://www.econbiz.de/10010104411
Cover Image
Practical policy iteration: Generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher; Joshi, Mark; Tang, Robert - In: Journal of economic dynamics & control 37 (2013) 7, pp. 1342-1361
Persistent link: https://www.econbiz.de/10010109464
Cover Image
FAST MONTE CARLO GREEKS FOR FINANCIAL PRODUCTS WITH DISCONTINUOUS PAY‐OFFS
Chan, Jiun Hong; Joshi, Mark - In: Mathematical finance : an international journal of … 23 (2013) 3, pp. 459-495
Persistent link: https://www.econbiz.de/10010131900
Cover Image
Interest rates: Getting the drift An investigation of the predictor-corrector method - an alternative to conventional Euler-stepping in BGM model Monte Carlo simulations.
Hunter, Chris; Jäckel, Peter; Joshi, Mark - In: Risk : managing risk in the world's financial markets 14 (2001) 7, pp. 81-86
Persistent link: https://www.econbiz.de/10007042218
Cover Image
Book review: The Concepts and Practice of Mathematical Finance
Joshi, Mark - In: Risk : managing risk in the world's financial markets 18 (2005) 3, pp. 54
Persistent link: https://www.econbiz.de/10007024124
Cover Image
Algorithmic Hessians and the fast computation of cross-gamma risk
Joshi, Mark; Yang, Chao - In: IIE transactions / Institute of Industrial Engineers, … 43 (2011) 12, pp. 878-893
Persistent link: https://www.econbiz.de/10009330185
Cover Image
Monte Carlo Bounds for Game Options Including Convertible Bonds
Beveridge, Christopher; Joshi, Mark - In: Management science : journal of the Institute for … 57 (2011) 5, pp. 960-975
Persistent link: https://www.econbiz.de/10009014343