//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Rapid and accurate development...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
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
Derivative
13
Interest rate derivative
9
Zinsderivat
9
Greece
8
Griechenland
8
Simulation
8
Swap
8
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
LIBOR market model
6
USA
6
United States
6
Black-Scholes model
5
Black-Scholes-Modell
5
Currency derivative
5
Finanzmathematik
5
Monte Carlo
5
Portfolio selection
5
Portfolio-Management
5
Währungsderivat
5
Bermudan options
4
Early exercise
4
Greeks
4
Mathematical finance
4
Robust statistics
4
Robustes Verfahren
4
Estimation theory
3
more ...
less ...
Online availability
All
Free
35
Undetermined
23
Type of publication
All
Article
61
Book / Working Paper
50
Type of publication (narrower categories)
All
Arbeitspapier
43
Working Paper
43
Graue Literatur
35
Non-commercial literature
35
Article in journal
31
Aufsatz in Zeitschrift
31
Einführung
2
Lehrbuch
2
Textbook
2
Glossar enthalten
1
Glossary included
1
more ...
less ...
Language
All
English
80
Undetermined
31
Author
All
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
1
Leung, Terence S.
1
Liesch, Lorenzo
1
O'Kane, Dominic
1
Paterson, Jane
1
Paterson, Jane M.
1
Pitt, David C.
1
Stacey, Alan M.
1
Staunton, Mike
1
TANG, ROBERT
1
more ...
less ...
Institution
All
Department of Economics, Faculty of Business and Economics
1
Published in...
All
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
1
Management Science
1
Operations research letters
1
The journal of portfolio management : JPM
1
Working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
79
RePEc
18
OLC EcoSci
13
USB Cologne (EcoSocSci)
1
Showing
51
-
60
of
111
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
Introduction to mathematical portfolio theory
Joshi, Mark S.
;
Paterson, Jane
-
2013
Persistent link: https://www.econbiz.de/10009773166
Saved in:
52
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
53
Accelerating pathwise Greeks in the LIBOR market model
Joshi, Mark S.
;
Wiguna, Alexander
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009624523
Saved in:
54
Fourier transforms, option pricing and controls
Joshi, Mark S.
;
Chao Yang
-
2011
Persistent link: https://www.econbiz.de/10009419875
Saved in:
55
Fast Monte Carlo Greeks for financial products with discontinuous pay-offs
Chan, Jiun Hong
;
Joshi, Mark S.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 459-495
Persistent link: https://www.econbiz.de/10009783358
Saved in:
56
The efficient computation of prices and Greeks for callable range accruals using the displaced-diffusion LMM
Beveridge, Christopher
;
Joshi, Mark S.
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10010363971
Saved in:
57
Analyzing the bias in the primal-dual upper bound method for early exercisable derivatives : bounds, estimation and removal
Joshi, Mark S.
-
2014
Persistent link: https://www.econbiz.de/10010348822
Saved in:
58
Kooderive : multi-core graphics cards, the LIBOR market model, least-squares Monte Carlo and the pricing of cancellable swaps
Joshi, Mark S.
-
2014
Persistent link: https://www.econbiz.de/10010348823
Saved in:
59
The rate of convergence of the two-state lattice model for pricing vanilla options
Joshi, Mark S.
;
Kwok, Chun Fung
-
2013
Persistent link: https://www.econbiz.de/10010349107
Saved in:
60
Optimal partial proxy method for computing gammas of financial products with discontinuous and angular payoffs
Joshi, Mark S.
;
Zhu, Dan
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 22-56
Persistent link: https://www.econbiz.de/10011546983
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->