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Option pricing theory
46
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46
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34
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32
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29
Yield curve
21
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Joshi, Mark S.
73
Joshi, Mark
30
Staunton, Mike
28
Dimson, Elroy
24
Marsh, Paul
23
Chan, Jiun Hong
17
Beveridge, Christopher
13
Tang, Robert
11
Chao Yang
9
Yang, Chao
6
Denson, Nick
5
Zhu, Dan
5
Fries, Christian P.
4
JOSHI, MARK
4
Kwon, Oh Kang
3
Stacey, Alan
3
Beveridge, Chris J.
2
Chen, Ting
2
Ibbotson, Roger G.
2
Rebonato, Riccardo
2
Wiguna, Alexander
2
Wright, Will M.
2
Ametrano, Ferdinando
1
Ametrano, Ferdinando M.
1
Ang, Andrew
1
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Asness, Clifford S.
1
BEVERIDGE, CHRISTOPHER
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Chan, Juin Hong
1
Cheng, Peng
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DIMSON, ELROY
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1
Goetzmann, William N.
1
Grinold, Richard C.
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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
7
Quantitative Finance
7
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5
International Journal of Theoretical and Applied Finance (IJTAF)
4
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Risk : managing risk in the world's financial markets
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Handbook of the equity risk premium
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Financial market history : reflections on the past for investors today
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ECONIS (ZBW)
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81
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
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82
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:
83
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
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84
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:
85
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:
86
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:
87
An exact method for the sensitivity analysis of systems simulated by rejection techniques
Joshi, Mark S.
;
Zhu, Dan
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 875-888
Persistent link: https://www.econbiz.de/10011521858
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88
Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 25-45
Persistent link: https://www.econbiz.de/10010424450
Saved in:
89
The concepts and practice of mathematical finance
Joshi, Mark S.
-
2008
-
2. ed.
Persistent link: https://www.econbiz.de/10003722014
Saved in:
90
Monte Carlo bounds for callable products with non-analytic break costs
Joshi, Mark S.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297269
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