| 15
result(s) -
Result(s) 1 to
10 |
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| 1. | Valuation of inflation swap volatility under a market model and pricing of real yield options
Publishing author: BENHAMOU Eric
Co-author(s): BELGRADE Nabyl / KHLIF Yosr
Working paper (2004 - IXIS CIB) - English
Online since 2004.11.06 at 10:42:21 -
384 download(s) - 3
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 303 KB) - Zip version (273 KB) |
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| 2. | Impact of seasonality in inflation derivatives pricing
Publishing author: BENHAMOU Eric
Co-author(s): BELGRADE Nabyl
Working paper (2004 - Ixis CIB) - English
Online since 2004.11.06 at 10:58:15 -
333 download(s) - 2
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 64 KB) - Zip version (57 KB) |
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| 3. | A Market model for inflation
Publishing author: BENHAMOU Eric
Co-author(s): BELGRADE Nabyl / KOEHLER Etienne
Working paper (2004 - IXIS CIB) - English
Online since 2004.11.06 at 10:46:18 -
547 download(s) - 1
rating(s)
- Average rating (/5): 1
Abstract | Download (.pdf - 301 KB) - Zip version (271 KB) |
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| 4. | Reconciling year on year and zero coupon inflation swap: A market model approach
Publishing author: BENHAMOU Eric
Co-author(s): BELGRADE Nabyl
Working paper (2004 - Ixis CIB) - English
Online since 2004.11.06 at 10:50:12 -
357 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 80 KB) - Zip version (73 KB) |
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| 5. | Smart Modeling of the inflation market: Taking into account the seasonality
Publishing author: BENHAMOU Eric
Co-author(s): BELGRADE Nabyl
Working paper (2004 - IXIS CIB) - English
Online since 2004.11.06 at 10:48:52 -
217 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 145 KB) - Zip version (137 KB) |
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| 6. | Optimal Malliavin Weighting Function for the Computation of the Greeks
Publishing author: BENHAMOU Eric
Co-author(s):
Journal article (2003 - Mathematical Finance) - English
Online since 2003.09.25 at 21:09:06 -
187 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 209 KB) - Zip version (185 KB) |
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| 7. | Smart Monte Carlo: various tricks using Malliavin calculus
Publishing author: BENHAMOU Eric
Co-author(s):
Working paper (2002 - Final form in Quantitative Finance, Vol 2, No5, October 2002) - English
Online since 2002.12.03 at 22:32:02 -
405 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 215 KB) - Zip version (160 KB) |
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| 8. | Option pricing with Levy Process
Publishing author: BENHAMOU Eric
Co-author(s):
Working paper (2000) - English
Online since 2002.11.28 at 13:24:14 -
432 download(s) - 2
rating(s)
- Average rating (/5): 5
Abstract | Download (.pdf - 274 KB) - Zip version (248 KB) |
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| 9. | Application of Malliavin Calculus and Wiener Chaos
Publishing author: BENHAMOU Eric
Co-author(s):
Doctoral dissertation (2000 - University of London - London School of Economics) - English
Online since 2002.11.29 at 13:51:45 -
717 download(s) - 7
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 1634 KB) - Zip version (1453 KB) |
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| 10. | A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks
Publishing author: BENHAMOU Eric
Co-author(s):
Working paper (2000) - English
Online since 2002.11.29 at 13:47:19 -
174 download(s) - 1
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 342 KB) - Zip version (259 KB) |
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