| 51. | Joint Calibration of Option Pricing Models via Particle Methods
Publishing author: ROLAND Sébastien
Co-author(s): AMZAL Billy / EBGUY Yonathan
Working paper (2004 - Université d'Evry & Essec Business School) - English
Online since 2005.08.24 at 16:46:07 - 85 download(s) - 2
rating(s) - Average rating (/5): 5
Abstract | Download (pdf - 451 Ko) - Zip version (421 Ko) |
|
|
| 52. | Code C++ pour arbre CRR
Publishing author: TALEB Aimad
Co-author(s): BELIAKOV Alexandre
Working paper (2003 - DEA Paris VI (Jussieu)) - French
Online since 2004.03.26 at 09:19:24 - 270 download(s) - 3
rating(s) - Average rating (/5): 4
Abstract | Download (pdf - 274 Ko) - Zip version (236 Ko) |
|
|
| 53. | Pricing and hedging variance and volatility swaps
Publishing author: JACQUIER Antoine
Co-author(s):
Master's thesis (2005 - Université Paris X) - English
Online since 2006.06.13 at 15:04:08 - 561 download(s) - 3
rating(s) - Average rating (/5): 4
Abstract | Download (pdf - 1665 Ko) - Zip version (1607 Ko) |
|
|
| 54. | 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 - 189 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (pdf - 229 Ko) - Zip version (204 Ko) |
|
|
| 55. | Le problème de la calibration dans les modèles financiers : Etude à partir d'un article de R. Cont et P. Tankov (Calibration problem in financial models)
Publishing author: MOMEYA Ouabo Romuald Hervé
Co-author(s):
Master's thesis (2005 - Université de Yaoundé I) - French
Online since 2006.10.28 at 12:35:22 - 130 download(s) - 0
rating(s) - Average rating (/5):
Abstract (Abstract in English) | Download (pdf - 510 Ko) - Zip version (0 Ko) |
|
|
| 56. | Pricing and Hedging Options on Defaultable Assets
Publishing author: BEUMEE Johan
Co-author(s): VELLEKOOP Michel H. / HILBERINK Bianca
Working paper (2001 - FP Financial/AsymilateFE) - English
Online since 2006.10.05 at 10:22:06 - 103 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (pdf - 205 Ko) - Zip version (185 Ko) |
|
|
| 57. | Les Systèmes de Financement Durables de la Gestion Intégrée de la Fertilité des Sols (The Substainable Financial System of The Integrated Soil Fertility Managment)
Publishing author: KONLAMBIGUE Matiéyédou Doudou
Co-author(s):
Master's thesis (2003 - Centre International pour la Fertilité des Sols et le Développement Agricole- Division Afrique) - French
Online since 2004.03.05 at 15:01:34 - 56 download(s) - 0
rating(s) - Average rating (/5):
Abstract (Abstract in English) | Download (doc - 1124 Ko) - Zip version (182 Ko) |
|
|
| 58. | Prévision de la détresse financière par les algorithmes génétiques et les réseaux de neurones (Financial distress prediction using neural networks and Genetic algorithm)
Publishing author: ABID Fathi
Co-author(s): ZOUARI Anis
Working paper (2003) - French
Online since 2003.06.06 at 11:44:52 - 305 download(s) - 3
rating(s) - Average rating (/5): 3
Abstract (Abstract in English) | Download (pdf - 299 Ko) - Zip version (188 Ko) |
|
|
| 59. | Computation of Greeks, empirical testing of delta hedging, delta-gamma hedging
Publishing author: BHUTANI Gaurav
Co-author(s):
Software (2005) - English
Online since 2005.09.07 at 10:15:32 - 234 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (xls - 4424 Ko) - Zip version (1260 Ko) |
|
|
| 60. | Alternative Asset-Price Dynamics and Volatility Smile
Publishing author: MERCURIO Fabio
Co-author(s): BRIGO Damiano / SARTORELLI Giulio
Working paper (2001 - Banca IMI) - English
Online since 2002.11.22 at 09:01:45 - 186 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (pdf - 261 Ko) - Zip version (217 Ko) |
|
|
|
|
