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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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3
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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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2
Trivariate support of flat-volatility forward libor rates
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 229-258
Persistent link: https://www.econbiz.de/10003955734
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3
Valuation of credit default swaps and swaptions
Jamshidian, Farshid
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 343-371
Persistent link: https://www.econbiz.de/10002130315
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4
An analysis of American options
Jamshidian, Farshid
- In:
Review of futures markets
11
(
1993
)
1
,
pp. 72-80
Persistent link: https://www.econbiz.de/10001168685
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5
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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6
Bond, futures and option evaluation in the quadratic interest rate model
Jamshidian, Farshid
- In:
Applied mathematical finance
3
(
1996
)
2
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001219287
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7
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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8
Forward induction and construction of yield curve diffusion models
Jamshidian, Farshid
- In:
The journal of fixed income
1
(
1991
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10001109849
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9
Analysis of bonds with imbedded options
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 63-95
Persistent link: https://www.econbiz.de/10001081737
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10
An exact bond option formula
Jamshidian, Farshid
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 205-209
Persistent link: https://www.econbiz.de/10001063237
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