| 1. | Enhanced Monte Carlo Methods for Pricing and Hedging Exotic Options
Publishing author: PAPATHEODOROU Vasileios
Co-author(s):
Master's thesis (2005 - Oxford University) - English
Online since 2006.04.29 at 19:10:54 - 434 download(s) - 1
rating(s) - Average rating (/5): 5
Abstract | Download (pdf - 760 Ko) - Zip version (611 Ko) |
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| 2. | Monte Carlo-Simulation und Varianzreduktion in Theorie und Praxis (Monte Carlo Simulation and Methods of Variance Reduction)
Publishing author: LISTER Ralf Martin
Co-author(s):
Working paper (2006) - German
Online since 2006.02.23 at 01:30:08 - 81 download(s) - 0
rating(s) - Average rating (/5):
Abstract (Abstract in English) | Download (pdf - 282 Ko) - Zip version (266 Ko) |
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| 3. | Binomial Tree, Monte Carlo and BS valuation of a call option
Publishing author: BHUTANI Gaurav
Co-author(s):
Software (2005) - English
Online since 2005.09.07 at 16:27:51 - 393 download(s) - 1
rating(s) - Average rating (/5): 5
Abstract | Download (xls - 6327 Ko) - Zip version (2157 Ko) |
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| 4. | 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 - 727 download(s) - 7
rating(s) - Average rating (/5): 4
Abstract | Download (pdf - 1634 Ko) - Zip version (1453 Ko) |
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| 5. | 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 Ko) - Zip version (97 Ko) |
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| 6. | Dynamique des ratings et des spreads de crédit (Rating and Credit Spread Dynamic)
Publishing author: TALEB Aimad
Co-author(s): CHOUKAR Nordine
Master's thesis (2003 - ENSAE) - French
Online since 2003.11.26 at 23:58:24 - 804 download(s) - 9
rating(s) - Average rating (/5): 4
Abstract (Abstract in English) | Download (pdf - 1008 Ko) - Zip version (910 Ko) |
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| 7. | 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 - 474 download(s) - 1
rating(s) - Average rating (/5): 4
Abstract | Download (pdf - 363 Ko) - Zip version (218 Ko) |
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| 8. | 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 - 610 download(s) - 4
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 518 Ko) - Zip version (247 Ko) |
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| 9. | 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 - 925 download(s) - 4
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 428 Ko) - Zip version (372 Ko) |
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| 10. | Black Scholes for option pricing (Monte Carlo method using C++)
Publishing author: BHUTANI Gaurav
Co-author(s):
Software (2005) - English
Online since 2005.09.07 at 10:00:21 - 415 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (ZIP - 78 Ko) - Zip version (79 Ko) |
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