| 344
result(s) -
Result(s) 281 to
290 |
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| 281. | Common Factors in Conditional Distributions
Publishing author: PATTON Andrew
Co-author(s): GRANGER Clive W. J. / TERASVIRTA Timo
Working paper (2002 - University of California, San Diego) - English
Online since 2003.01.16 at 18:48:12 -
120 download(s) - 1
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 171 KB) - Zip version (155 KB) |
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| 282. | Risk contributions and performance measurement
Publishing author: TASCHE Dirk
Co-author(s):
Working paper (1999 - Munich University of Technology) - English
Online since 2003.01.16 at 17:51:13 -
449 download(s) - 6
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 304 KB) - Zip version (238 KB) |
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| 283. | Hedging Barrier Options: Current Methods and Alternatives
Publishing author: DUPONT Dominique Yves
Co-author(s):
Working paper (2001 - University of Twente) - English
Online since 2003.01.16 at 08:25:58 -
389 download(s) - 1
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 302 KB) - Zip version (258 KB) |
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| 284. | Spatial Interpolation for Lattice Option Pricing -- or Well Pruned Bushy Trees
Publishing author: KARGUINE Vladislav
Co-author(s):
Working paper (2002 - Cornerstone Research) - English
Online since 2003.01.14 at 13:26:47 -
77 download(s) - 1
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 324 KB) - Zip version (287 KB) |
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| 285. | An irregular grid approach for pricing high-dimensional American options
Publishing author: BERRIDGE Steffan John
Co-author(s): SCHUMACHER J.M.
Working paper (2002 - CentER for Economic Research, Tilburg University) - English
Online since 2003.01.13 at 21:19:32 -
82 download(s) - 2
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 2873 KB) - Zip version (2026 KB) |
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| 286. | Pricing inflation-indexed and foreign currency linked convertible bonds with credit risk
Publishing author: RAVIV Alon
Co-author(s): LANDSKRONER Yoram
Working paper (2002 - Hebrew University Business school ) - English
Online since 2003.01.13 at 19:52:31 -
325 download(s) - 5
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 451 KB) - Zip version (283 KB) |
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| 287. | Bermudan Option Pricing with Monte-Carlo Methods
Publishing author: DOUADY Raphael
Co-author(s):
Journal article (2001 - Quantitative Analysis in Financial Markets, World Scientific, M. Avellaneda ed.) - English
Online since 2003.01.13 at 09:50:49 -
608 download(s) - 4
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 518 KB) - Zip version (247 KB) |
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| 288. | Monte-Carlo Path Weighing
Publishing author: DOUADY Raphael
Co-author(s):
Working paper (1999 - CIBC and Ecole Normale Superieure of Cachan) - English
Online since 2003.01.13 at 09:45:08 -
305 download(s) - 1
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 176 KB) - Zip version (97 KB) |
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| 289. | Model Calibration in the Monte-Carlo Framework
Publishing author: DOUADY Raphael
Co-author(s):
Journal article (1999 - Risk book (Dupire ed.)) - English
Online since 2003.01.13 at 09:34:58 -
470 download(s) - 1
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 363 KB) - Zip version (218 KB) |
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| 290. | Stock Market Returns: A Temperature Anomaly
Publishing author: CAO Melanie
Co-author(s): WEI Jason
Working paper (2002 - University of Toronto and York University) - English
Online since 2003.01.06 at 17:55:13 -
258 download(s) - 0
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 465 KB) - Zip version (428 KB) |
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