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United States
Option pricing theory
46
Optionspreistheorie
46
Theorie
35
Theory
35
Monte Carlo simulation
32
Monte-Carlo-Simulation
29
Yield curve
22
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USA
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Finanzmathematik
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Monte Carlo
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Portfolio-Management
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Währungsderivat
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Bermudan options
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Early exercise
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Greeks
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Mathematical finance
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Robustes Verfahren
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Joshi, Mark S.
5
Chao Yang
3
Tang, Robert
2
Ametrano, Ferdinando M.
1
Chan, Jiun Hong
1
Chan, Juin Hong
1
Denson, Nick
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Joshi, Mark
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Rebonato, Riccardo
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
International journal of theoretical and applied finance
1
The journal of futures markets
1
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ECONIS (ZBW)
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Smooth simultaneous calibration of the LMM to caplets and coterminal swaptions
Ametrano, Ferdinando M.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003797794
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2
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:
3
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:
4
Fast delta computations in the swap market model
Joshi, Mark S.
;
Chao Yang
-
2009
Persistent link: https://www.econbiz.de/10003924295
Saved in:
5
Vega control
Denson, Nick
;
Joshi, Mark S.
-
2009
Persistent link: https://www.econbiz.de/10003924360
Saved in:
6
A joint empirical and theoretical investigation of the modes of deformation of swaption matrices : implications for model choice
Rebonato, Riccardo
;
Joshi, Mark
- In:
International journal of theoretical and applied finance
5
(
2002
)
7
,
pp. 667-694
Persistent link: https://www.econbiz.de/10001743233
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