| 344
result(s) -
Result(s) 211 to
220 |
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| 211. | A.I.R.A.P. - Alternative Views on Alternative Investments
Publishing author: SHARMA Milind
Co-author(s):
Working paper (2004) - English
Online since 2004.02.02 at 20:41:57 -
274 download(s) - 0
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Abstract | Download (.pdf - 162 KB) - Zip version (138 KB) |
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| 212. | Multiplicative primal-dual bounds for Bermudan options
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Presentation (2004 - ETH) - English
Online since 2004.01.22 at 09:20:59 -
155 download(s) - 0
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Abstract | Download (.pdf - 153 KB) - Zip version (127 KB) |
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| 213. | Application of Malliavin calculus to the computation of the Greeks
Publishing author: ELIE Romuald
Co-author(s): PREVEL Jean-Charles
Working paper (2003 - Columbia University) - English
Online since 2004.01.06 at 12:15:01 -
230 download(s) - 2
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 1356 KB) - Zip version (1254 KB) |
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| 214. | THE PREDICTIVE SUCCESS AND PROFITABILITY OF CHART PATTERNS: application to the Euro/Dollar foreign exchange market
Publishing author: BEN OMRANE Walid
Co-author(s): VAN OPPENS Hervé
Working paper (2003 - UCL, IAG Working Paper 95/2003) - English
Online since 2003.12.23 at 12:36:49 -
113 download(s) - 0
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Abstract | Download (.pdf - 264 KB) - Zip version (235 KB) |
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| 215. | NEWS ANNOUNCEMENTS, MARKET ACTIVITY AND VOLATILITY IN THE EURO/DOLLAR FOREIGN EXCHANGE MARKET
Publishing author: BEN OMRANE Walid
Co-author(s): BAUWENS Luc / GIOT Pierre
Journal article (2003 - Journal of International Money and Finance, Forthcoming) - English
Online since 2003.12.22 at 15:45:29 -
140 download(s) - 0
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Abstract | Download (.pdf - 425 KB) - Zip version (386 KB) |
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| 216. | The FX quoting activity as an informative signal
Publishing author: BEN OMRANE Walid
Co-author(s): HEINEN Andréas
Working paper (2003 - UCL, CORE Discussion Paper 2003/70) - English
Online since 2003.12.22 at 15:13:12 -
67 download(s) - 0
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Abstract | Download (.pdf - 855 KB) - Zip version (795 KB) |
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| 217. | Minimax optimality of Bermudan claims: An arbitrage argument approach without probability theory
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Working paper (2003) - English
Online since 2003.12.01 at 07:55:22 -
189 download(s) - 2
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 119 KB) - Zip version (105 KB) |
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| 218. | Credit VaR: New Approach
Publishing author: TALEB Aimad
Co-author(s): CHOUKAR Nordine
Presentation (2003 - Lehman Brothers - Fixed Income Research Seminar) - English
Online since 2003.11.27 at 10:56:58 -
918 download(s) - 4
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 428 KB) - Zip version (372 KB) |
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| 219. | Minimax Optimality of Bermudan and American Claims and their Monte-Carlo Upper Bound Approximation: Version II
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Working paper (2003) - English
Online since 2003.11.19 at 17:39:44 -
190 download(s) - 0
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Abstract | Download (.pdf - 229 KB) - Zip version (204 KB) |
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| 220. | Valuation of Credit Default Swaps and Swaptions: Version II
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Journal article (2003 - Forthcoming, Stochastics and Finance) - English
Online since 2003.11.10 at 10:24:00 -
462 download(s) - 0
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Abstract | Download (.pdf - 289 KB) - Zip version (260 KB) |
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