| 31. | 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 - 388 download(s) - 1
rating(s) - Average rating (/5): 5
Abstract | Download (xls - 6327 Ko) - Zip version (2157 Ko) |
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| 32. | Super replication and Uncertain Volatility: European, American and Passport Options
Publishing author: LEBLANC Matthieu
Co-author(s):
Doctoral dissertation (2002 - University Paris 7) - English
Online since 2005.11.17 at 18:05:49 - 95 download(s) - 1
rating(s) - Average rating (/5): 5
Abstract | Download (pdf - 740 Ko) - Zip version (602 Ko) |
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| 33. | A semi-analytical approach to Canary swaptions in HJM one-factor model
Publishing author: HENRARD Marc
Co-author(s):
Working paper (2003) - English
Online since 2004.02.17 at 13:30:25 - 84 download(s) - 1
rating(s) - Average rating (/5): 5
Abstract | Download (pdf - 191 Ko) - Zip version (162 Ko) |
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| 34. | 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 - 404 download(s) - 3
rating(s) - Average rating (/5): 4
Abstract | Download (pdf - 303 Ko) - Zip version (273 Ko) |
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| 35. | 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 - 81 download(s) - 2
rating(s) - Average rating (/5): 4
Abstract | Download (pdf - 2873 Ko) - Zip version (2026 Ko) |
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| 36. | 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 - 607 download(s) - 4
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 518 Ko) - Zip version (247 Ko) |
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| 37. | Explicit bond option and swaption formula in Heath-Jarrow-Morton one factor model
Publishing author: HENRARD Marc
Co-author(s):
Working paper (2002) - English
Online since 2003.01.28 at 11:42:58 - 305 download(s) - 1
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 259 Ko) - Zip version (181 Ko) |
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| 38. | Fast Fourier Transform for Discrete Asian Options
Publishing author: BENHAMOU Eric
Co-author(s):
Working paper (2000 - Final form in Journal of Computational Finance Vol 6 / No 1, Fall 2002) - English
Online since 2002.12.06 at 11:48:09 - 180 download(s) - 1
rating(s) - Average rating (/5): 1
Abstract | Download (pdf - 705 Ko) - Zip version (641 Ko) |
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| 39. | Default Implied Volatility for Credit Spread
Publishing author: ZHENG C.K.
Co-author(s):
Working paper (1999) - English
Online since 2002.12.18 at 16:26:35 - 335 download(s) - 0
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Abstract | Download (pdf - 94 Ko) - Zip version (84 Ko) |
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| 40. | Marchés financiers : étude sur les options
Publishing author: DEHRI Nourdine
Co-author(s): BEN SLIMANE Kais / BOURE Julien
Project paper (2006 - INSA Rouen) - French
Online since 2007.04.01 at 12:01:47 - 174 download(s) - 0
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Abstract | Download (doc - 1849 Ko) - Zip version (1284 Ko) |
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