Similar Search Results

The Heston model and its extensions in VBA + website

Rouah, Fabrice - 2015

"Practical options pricing for better-informed investment decisions.The Heston Model and Its Extensions in VBA is the definitive guide to options pricing using two of the derivatives industry's most powerful modeling tools--the Heston model, and VBA. Light on theory, this extremely useful...

Persistent link: https://www.econbiz.de/10010527234

The Heston model and its extensions in Matlab and C#

Rouah, Fabrice - 2013

Persistent link: https://www.econbiz.de/10010189646

Predictability of fund of hedge fund returns using DynaPorte

Gregoriou, Greg N.; Rouah, Fabrice - In: Linear factor models in finance, (pp. 202-209). 2005

Persistent link: https://www.econbiz.de/10003304044

Catching future stars among micro-CTAs

Gregoriou, Greg N.; Rouah, Fabrice - In: The handbook of commodity investing, (pp. 648-659). 2008

Persistent link: https://www.econbiz.de/10003795229

Where’s my delta?

Molchan, Jor; Rouah, Fabrice - In: The journal of wealth management 13 (2010/11) 4, pp. 68-76

Persistent link: https://www.econbiz.de/10008901875

Efficiency persistence of bank and thrift CEOs using data envelopment analysis

Chen, Yao; Gregoriou, Greg N.; Rouah, Fabrice - In: Computers & operations research : and their … 36 (2009) 5, pp. 1554-1561

Persistent link: https://www.econbiz.de/10003827853

Efficiency persistence of bank and thrift CEOs using data envelopment analysis

Cheng, Yao; Gregoriou, Greg N.; Rouah, Fabrice - In: Data envelopment analysis : a handbook of empirical …, (pp. 1-16). 2016

Persistent link: https://www.econbiz.de/10011474659

Simple and cross efficiency of CTAs using data envelopment analysis

Gregoriou, Greg N.; Rouah, Fabrice; Satchell, Stephen; … - In: The European journal of finance 11 (2005) 5, pp. 393-409

Persistent link: https://www.econbiz.de/10003183245

Survival of commodity trading advisors : 1990 - 2003

Gregoriou, Greg N.; Hübner, Georges; Papageorgiou, Nicolas - In: The journal of futures markets 25 (2005) 8, pp. 795-815

Persistent link: https://www.econbiz.de/10003012209

Performance evaluation of hedge funds

Gregoriou, Greg N. (ed.); Rouah, Fabrice (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001789952