| 41. | Libor Market Model and Gaussian HJM explicit approaches to option on composition
Publishing author: HENRARD Marc
Co-author(s):
Working paper (2005 - Bank for International Settlements) - English
Online since 2006.01.03 at 08:28:58 - 91 download(s) - 0
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Abstract | Download (pdf - 233 Ko) - Zip version (188 Ko) |
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| 42. | Information Content Of Trading Volume and Open Interest Nifty Index Options
Publishing author: S. Ravishankar
Co-author(s):
Working paper (2006) - English
Online since 2007.01.09 at 08:25:37 - 71 download(s) - 0
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Abstract | Download (doc - 186 Ko) - Zip version (70 Ko) |
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| 43. | Numerical integration approach to Canary swaption in gaussian JHM model
Publishing author: HENRARD Marc
Co-author(s):
Presentation (2006 - Numerical methods in finance - INRIA Rocquencourt - 2 February 2006) - English
Online since 2006.01.31 at 14:18:25 - 66 download(s) - 0
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Abstract | Download (pdf - 155 Ko) - Zip version (121 Ko) |
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| 44. | IMPACT OF FINANCIAL DERIVATIVES
Publishing author: MARIAPPAN MUTHU GOPALAKRISHNAN
Co-author(s): Tamil Selvan
Project paper (2008 - T.john Institute of Management and Science) - English
Online since 2008.04.30 at 12:08:55 - 37 download(s) - 0
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Abstract | Download (doc - 92 Ko) - Zip version (17 Ko) |
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| 45. | 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 - 154 download(s) - 0
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Abstract | Download (pdf - 153 Ko) - Zip version (127 Ko) |
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| 46. | Accounting for Employee Stock Options: An Economics Perspective
Publishing author: CAI Junning
Co-author(s):
Working paper (2004 - University of Hawaii at Manoa) - English
Online since 2004.10.16 at 21:26:54 - 87 download(s) - 0
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Abstract | Download (pdf - 186 Ko) - Zip version (173 Ko) |
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| 47. | 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 - 407 download(s) - 0
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Abstract | Download (ZIP - 78 Ko) - Zip version (79 Ko) |
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| 48. | 可转债发行公司的最优决策行为 (Optimal Decision-Making of Issuers of Convertible Bonds)
Publishing author: LIN Hai
Co-author(s): ZHENG Zhenlong
Working paper (2003 - Xiamen University) - Chinese
Online since 2004.06.05 at 07:53:11 - 36 download(s) - 0
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Abstract (Abstract in English) | Download (pdf - 41 Ko) - Zip version (31 Ko) |
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| 49. | Exchange Option Presentation
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Presentation (2008 - Actuarial and Financial Mathematics (7 Feb 2008)) - English
Online since 2008.02.04 at 15:10:00 - 25 download(s) - 0
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Abstract | Download (pdf - 168 Ko) - Zip version (147 Ko) |
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| 50. | Numeraire invariance and application to option pricing and hedging
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Working paper (2008 - AtomPro Structured Products and Twente University) - English
Online since 2008.02.14 at 14:05:00 - 18 download(s) - 0
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Abstract | Download (pdf - 200 Ko) - Zip version (180 Ko) |
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