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Pricing and Deltas of Discrete...
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Option pricing theory
66
Optionspreistheorie
66
Monte Carlo simulation
48
Monte-Carlo-Simulation
45
Theorie
44
Theory
44
Yield curve
34
Zinsstruktur
34
Derivat
26
Derivative
26
Option trading
20
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20
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20
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15
Stochastischer Prozess
15
Greece
14
Griechenland
14
Interest rate derivative
12
Volatility
12
Volatilität
12
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12
Estimation theory
11
Schätztheorie
11
Swap
11
Currency derivative
7
Finanzmathematik
7
Währungsderivat
7
Black-Scholes model
6
Black-Scholes-Modell
6
LIBOR market model
6
Monte Carlo
6
Portfolio selection
6
Portfolio-Management
6
Bermudan options
5
Numerical analysis
5
Numerisches Verfahren
5
Sensitivity analysis
5
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5
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5
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4
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96
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28
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116
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72
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43
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35
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English
129
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Joshi, Mark S.
142
Joshi, Mark
30
Chan, Jiun Hong
23
Beveridge, Christopher
19
Tang, Robert
17
Chao Yang
15
Zhu, Dan
13
Denson, Nick
10
Yang, Chao
8
Fries, Christian P.
6
Joshi, M. S.
5
Kwon, Oh Kang
5
JOSHI, MARK
4
Chen, Ting
3
Ranasinghe, Navin
3
Stacey, Alan
3
Stacey, Alan M.
3
Wiguna, Alexander
3
Wright, Will M.
3
Zhang, Yang
3
Ametrano, Ferdinando M.
2
Beveridge, Chris J.
2
Cheng, Xiang
2
Goroshnikova, Tatiana
2
Jacobi, Liana
2
Kwok, Chun Fung
2
Leung, Terence
2
Liesch, Lorenzo
2
McGuire, Stephen J.
2
Perusquía, Juan
2
Pitt, David C.
2
Rebonato, Riccardo
2
Ametrano, Ferdinando
1
BEVERIDGE, CHRISTOPHER
1
Bodhankar, S.L.
1
Chan, Juin Hong
1
Denson, Nicholas
1
Dixit, S.G.
1
Downes, Andrew S.
1
FRIES, CHRISTIAN P.
1
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Department of Economics, Faculty of Business and Economics
1
University of Bombay
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
42
The journal of computational finance
9
Quantitative Finance
8
International journal of theoretical and applied finance
7
International Journal of Theoretical and Applied Finance (IJTAF)
5
Journal of economic dynamics & control
5
Journal of risk
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Risk : managing risk in the world's financial markets
4
Applied mathematical finance
3
Journal of Economic Dynamics and Control
3
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematics, finance and risk
2
The Indian economic journal
2
The journal of futures markets
2
Algorithmic Finance
1
Applied Mathematical 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
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Journal of Futures Markets
1
Journal of entrepreneurship
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Journal of scientific and industrial research : JSIR
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Operations research letters
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Social Enterprise Journal
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ECONIS (ZBW)
143
RePEc
22
OLC EcoSci
16
USB Cologne (EcoSocSci)
6
Other ZBW resources
1
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81
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
Saved in:
82
Least squares Monte Carlo credit value adjustment with small and unidirectional bias
Joshi, Mark S.
;
Kwon, Oh Kang
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011686744
Saved in:
83
The efficient computation and the sensitivity analysis of finite-time ruin probabilities and the estimation of risk-based regulatory capital
Joshi, Mark S.
;
Zhu, Dan
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 431-467
Persistent link: https://www.econbiz.de/10011576782
Saved in:
84
An exact and efficient method for computing cross-Gammas of Bermudan swaptions and cancelable swaps under the Libor market model
Joshi, Mark S.
;
Zhu, Dan
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 113-137
Persistent link: https://www.econbiz.de/10011639618
Saved in:
85
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
Saved in:
86
Fast Greeks for Markov-functional models using adjoint PDE methods
Denson, Nick
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806570
Saved in:
87
Fast Gamma computations for CDO tranches
Joshi, Mark S.
;
Chao Yang
-
2010
Persistent link: https://www.econbiz.de/10008806581
Saved in:
88
Truncation and accerleration of the Tian tree for the pricing of American put options
Chen, Ting
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806595
Saved in:
89
First and second order Greeks in the Heston model
Chan, Jiun Hong
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806607
Saved in:
90
Fast and accurate long stepping simulation of the Heston stochastic volatility model
Chan, Jiun Hong
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806610
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