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Scenario simulation model for fixed income portfolio risk management
Jamshidian, Farshid; Zhu, Yu - In: Advanced bond portfolio management : best practices in …, (pp. 291-310). 2006
Persistent link: https://www.econbiz.de/10003280872
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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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Replication of an option on a bond portfolio
Jamshidian, Farshid - In: Review of futures markets 9 (1990) 1, pp. 83-100
Persistent link: https://www.econbiz.de/10001102027
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Asymptotically optimal portfolios
Jamshidian, Farshid - In: Mathematical finance : an international journal of … 2 (1992) 2, pp. 131-150
Persistent link: https://www.econbiz.de/10001184897