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United States
Option pricing theory
66
Optionspreistheorie
66
Theorie
45
Theory
45
Monte Carlo simulation
43
Monte-Carlo-Simulation
42
Yield curve
32
Zinsstruktur
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Derivat
23
Derivative
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Option trading
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Optionsgeschäft
18
Greece
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Griechenland
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Interest rate derivative
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Zinsderivat
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Simulation
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Swap
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Volatility
12
Volatilität
12
Stochastic process
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Stochastischer Prozess
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Estimation theory
9
Schätztheorie
9
Currency derivative
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Währungsderivat
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Finanzmathematik
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Portfolio selection
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Portfolio-Management
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Black-Scholes model
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Black-Scholes-Modell
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Monte Carlo
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Robust statistics
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Robustes Verfahren
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Sensitivity analysis
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Sensitivitätsanalyse
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USA
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Greeks
4
LIBOR market model
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Joshi, Mark S.
5
Chao Yang
3
Tang, Robert
2
Ametrano, Ferdinando M.
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Chan, Jiun Hong
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Chan, Juin Hong
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
The journal of futures markets
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ECONIS (ZBW)
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Vega control
Denson, Nick
;
Joshi, Mark S.
-
2009
Persistent link: https://www.econbiz.de/10003924360
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2
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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3
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:
4
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:
5
Fast delta computations in the swap market model
Joshi, Mark S.
;
Chao Yang
-
2009
Persistent link: https://www.econbiz.de/10003924295
Saved in:
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