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The concepts and practice of mathematical finance
Joshi, Mark S. - 2003 - 1. publ.
Persistent link: https://www.econbiz.de/10001788055
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C++ design patterns and derivatives pricing
Joshi, Mark S. - 2006 - Repr. with corr.
Persistent link: https://www.econbiz.de/10004863389
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More mathematical finance
Joshi, Mark S. - 2011
Persistent link: https://www.econbiz.de/10009414072
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Partial proxy simulation schemes for generic and robust Monte-Carlo greeks
Fries, Christian P. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003632936
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Comparing discretisations of the libor market model in the spot measure
Beveridge, Christopher (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003797790
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Smooth simultaneous calibration of the LMM to caplets and coterminal swaptions
Ametrano, Ferdinando M. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003797794
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Conditional analytic Monte-Carlo pricing schemes of auto-callable products
Fries, Christian P. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003797798
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Juggling snowballs
Beveridge, Christopher (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003797799
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Fast and accurate pricing and hedging of long-dated CMS spread options
Joshi, Mark S.; Chao Yang - In: International journal of theoretical and applied finance 13 (2010) 6, pp. 839-865
Persistent link: https://www.econbiz.de/10008905112
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Efficient pricing and Greeks in the cross-currency LIBOR market model
Beveridge, Chris J.; Joshi, Mark S.; Wright, Will M. - 2010
Persistent link: https://www.econbiz.de/10008806569