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Optionsgeschäft
Option pricing theory
67
Optionspreistheorie
67
Monte Carlo simulation
45
Theorie
43
Theory
43
Monte-Carlo-Simulation
42
Yield curve
31
Zinsstruktur
31
Derivat
23
Derivative
23
Option trading
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
Robust statistics
5
Robustes Verfahren
5
Sensitivity analysis
5
Sensitivitätsanalyse
5
Black-Scholes model
4
Black-Scholes-Modell
4
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8
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Book / Working Paper
10
Article
9
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9
Aufsatz in Zeitschrift
9
Arbeitspapier
7
Working Paper
7
Graue Literatur
5
Non-commercial literature
5
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English
19
Author
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Joshi, Mark S.
18
Tang, Robert
8
Chan, Jiun Hong
2
Chao Yang
2
Beveridge, Christopher
1
Chan, Juin Hong
1
Fries, Christian P.
1
Joshi, Mark
1
Leung, Terence
1
Leung, Terence S.
1
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
International journal of theoretical and applied finance
2
Journal of economic dynamics & control
2
Applied mathematical finance
1
Journal of risk
1
Operations research letters
1
The journal of computational finance
1
The journal of futures markets
1
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ECONIS (ZBW)
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1
Graphical Asian options
Joshi, Mark S.
-
2009
Persistent link: https://www.econbiz.de/10003924342
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2
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003797784
Saved in:
3
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 87-108
Persistent link: https://www.econbiz.de/10003881606
Saved in:
4
A simple derivation of and improvements to Jamshidian's and Roger's upper bound methods for Bermudan options
Joshi, Mark S.
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 197-205
Persistent link: https://www.econbiz.de/10003542984
Saved in:
5
A simple derivation of and improvements to Jamshidian's and Rogers' upper bound methods for Bermudan options
Joshi, Mark S.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297275
Saved in:
6
Trinomial or binomial : accelerating American put option price on trees
Chan, Juin Hong
;
Joshi, Mark S.
;
Tang, Robert
;
Chao Yang
-
2008
Persistent link: https://www.econbiz.de/10003797820
Saved in:
7
Trinomial or binomial : accelerating American put option price on trees
Chan, Jiun Hong
;
Joshi, Mark S.
;
Tang, Robert
;
Chao Yang
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 826-839
Persistent link: https://www.econbiz.de/10003900848
Saved in:
8
Pricing and Deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 717-750
Persistent link: https://www.econbiz.de/10008904339
Saved in:
9
Using Monte Carlo simulation and importance sampling to rapidly obtain jump-diffusion prices of continuous barrier options
Joshi, Mark S.
;
Leung, Terence S.
- In:
The journal of computational finance
10
(
2006/07
)
4
,
pp. 93-105
Persistent link: https://www.econbiz.de/10003542264
Saved in:
10
Pricing and deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
-
2009
Persistent link: https://www.econbiz.de/10003924345
Saved in:
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