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Option pricing theory
46
Optionspreistheorie
46
Theorie
35
Theory
35
Monte Carlo simulation
32
Monte-Carlo-Simulation
29
Yield curve
22
Zinsstruktur
22
Option trading
16
Optionsgeschäft
16
Derivat
13
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13
Interest rate derivative
9
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9
Greece
8
Griechenland
8
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8
Swap
8
Stochastic process
7
Stochastischer Prozess
7
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7
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7
LIBOR market model
6
USA
6
United States
6
Black-Scholes model
5
Black-Scholes-Modell
5
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5
Finanzmathematik
5
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5
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5
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5
Währungsderivat
5
Bermudan options
4
Early exercise
4
Greeks
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Mathematical finance
4
Robust statistics
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Robustes Verfahren
4
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Free
35
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23
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Article
61
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50
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43
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43
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35
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35
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31
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31
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2
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2
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2
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1
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English
80
Undetermined
31
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Joshi, Mark S.
73
Joshi, Mark
30
Chan, Jiun Hong
17
Beveridge, Christopher
13
Tang, Robert
11
Chao Yang
9
Yang, Chao
6
Denson, Nick
5
Rebonato, Riccardo
5
Zhu, Dan
5
Fries, Christian P.
4
JOSHI, MARK
4
Kainth, Dherminder
3
Kwon, Oh Kang
3
Stacey, Alan
3
Beveridge, Chris J.
2
Chen, Ting
2
Melin, Lionel
2
Wiguna, Alexander
2
Wright, Will M.
2
Ametrano, Ferdinando
1
Ametrano, Ferdinando M.
1
BEVERIDGE, CHRISTOPHER
1
Chan, Juin Hong
1
Denson, Nicholas
1
Downes, Andrew
1
Hunter, Chris
1
Joshi, Mark Suresh
1
Jäckel, Peter
1
Kwok, Chun Fung
1
Leung, Terence
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Leung, Terence S.
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Liesch, Lorenzo
1
O'Kane, Dominic
1
Paterson, Jane
1
Paterson, Jane M.
1
Pitt, David C.
1
Stacey, Alan M.
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Department of Economics, Faculty of Business and Economics
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
42
The journal of computational finance
9
International journal of theoretical and applied finance
8
Quantitative Finance
7
Journal of economic dynamics & control
5
International Journal of Theoretical and Applied Finance (IJTAF)
4
Journal of risk
4
Risk : managing risk in the world's financial markets
4
Journal of Economic Dynamics and Control
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Applied mathematical finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematics, finance and risk
2
The journal of futures markets
2
Algorithmic Finance
1
Astin bulletin : the journal of the International Actuarial Association
1
Department of Economics - Working Papers Series
1
European journal of operational research : EJOR
1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
International series on actuarial science
1
Journal of Futures Markets
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Management Science
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Operations research letters
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ECONIS (ZBW)
79
RePEc
18
OLC EcoSci
13
USB Cologne (EcoSocSci)
1
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41
Vega control
Denson, Nick
;
Joshi, Mark S.
-
2009
Persistent link: https://www.econbiz.de/10003924360
Saved in:
42
Perturbation stable conditional analytic Monte-Carlo pricing scheme for auto-callable products
Fries, Christian P.
;
Joshi, Mark S.
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 197-219
Persistent link: https://www.econbiz.de/10008992179
Saved in:
43
Efficient pricing and Greeks in the cross-currency LIBOR market model
Beveridge, Chris J.
;
Joshi, Mark S.
;
Wright, Will M.
- In:
Journal of risk
14
(
2011/12
)
4
,
pp. 65-113
Persistent link: https://www.econbiz.de/10009571595
Saved in:
44
Quant job interview : questions and answers
Joshi, Mark
;
Denson, Nick
;
Downes, Andrew
-
2008
Persistent link: https://www.econbiz.de/10009378896
Saved in:
45
Accelerating pathwise greeks in the Libor Market Model
Joshi, Mark S.
;
Wiguna, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009153351
Saved in:
46
Monte Carlo bounds for game options including convertible bonds
Beveridge, Christopher
;
Joshi, Mark S.
- In:
Management science : journal of the Institute for …
57
(
2011
)
5
,
pp. 960-974
Persistent link: https://www.econbiz.de/10009153860
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47
Optimal limit methods for computing sensitivities of discontinious integrals including triggerable derivative securities
Chan, Jiun Hong
;
Joshi, Mark S.
-
2012
Persistent link: https://www.econbiz.de/10009553205
Saved in:
48
Fast delta computations in the swap-rate market model
Joshi, Mark S.
;
Chao Yang
- In:
Journal of economic dynamics & control
35
(
2011
)
5
,
pp. 764-775
Persistent link: https://www.econbiz.de/10009240554
Saved in:
49
Fast and accurate Greeks for the LIBOR market model
Denson, Nick
;
Joshi, Mark S.
- In:
The journal of computational finance
14
(
2010/11
)
4
,
pp. 115-140
Persistent link: https://www.econbiz.de/10009241247
Saved in:
50
Minimal partial proxy simulation schemes for generic and robust Monte Carlo Greeks
Chan, Jiun Hong
;
Joshi, Mark S.
- In:
The journal of computational finance
15
(
2011/12
)
2
,
pp. 77-109
Persistent link: https://www.econbiz.de/10009424801
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