| 81. | Swaptions: 1 price, 10 deltas, and ... 6 1/2 gammas.
Publishing author: HENRARD Marc
Co-author(s):
Working paper (2005) - English
Online since 2005.04.29 at 14:30:28 - 130 download(s) - 0
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Abstract | Download (pdf - 152 Ko) - Zip version (129 Ko) |
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| 82. | Valuation of Cancelable Cross Currency Bermudan Swaps
Publishing author: SHARMA Milind
Co-author(s): STEIN Jonathan
Working paper (1997) - English
Online since 2004.02.03 at 23:56:28 - 123 download(s) - 0
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Abstract | Download (pdf - 568 Ko) - Zip version (559 Ko) |
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| 83. | MALLIAVIN CALCULUS FOR THE FAST COMPUTATION OF GREEKS IN MARKETS DRIVEN BY PURE-JUMP LEVY PROCESSES
Publishing author: HUEHNE Florian
Co-author(s):
Working paper (2005 - Oxford University) - English
Online since 2005.11.10 at 10:33:53 - 83 download(s) - 0
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Abstract | Download (pdf - 233 Ko) - Zip version (206 Ko) |
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| 84. | DEFAULTABLE LEVY LIBOR RATES AND CREDIT DERIVATIVES
Publishing author: HUEHNE Florian
Co-author(s):
Working paper (2005 - Oxford University) - English
Online since 2005.11.10 at 10:26:17 - 77 download(s) - 0
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Abstract | Download (pdf - 271 Ko) - Zip version (241 Ko) |
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| 85. | Risk Equilibrium Binomial Model for Convertible Bonds Pricing
Publishing author: RICHARD Owen
Co-author(s): CAI Yiping
Working paper (2007) - English
Online since 2007.03.19 at 09:22:15 - 71 download(s) - 0
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Abstract | Download (pdf - 265 Ko) - Zip version (235 Ko) |
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| 86. | Accelerating the Calibration of Stochastic Volatility Models
Publishing author: KILIN Fiodar
Co-author(s):
Working paper (2007 - Frankfurt School of Finance and Management) - English
Online since 2007.08.25 at 19:35:39 - 60 download(s) - 0
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Abstract | Download (pdf - 178 Ko) - Zip version (155 Ko) |
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| 87. | Floored Instruments on Compounded Overnight
Publishing author: HENRARD Marc
Co-author(s):
Working paper (2005) - English
Online since 2005.04.29 at 14:25:46 - 39 download(s) - 0
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Abstract | Download (pdf - 225 Ko) - Zip version (190 Ko) |
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| 88. | Role of Corporate Governance in the changing Financial Scenario in India
Publishing author: AJAY Mittal
Co-author(s): Mr. Sanjay Das, Mr. Shashank Chaturvedi
Working paper (2007) - English
Online since 2008.07.18 at 07:29:00 - 20 download(s) - 0
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Abstract | Download (doc - 75 Ko) - Zip version (18 Ko) |
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| 89. | Impact de la volatilité implicite dans le calcul des grecques B.S. d'un call vanille
Publishing author: MAUFFREY Simon Pierre
Co-author(s):
Project paper (2008 - Université Pierre et Marie Curie, Paris VI) - French
Online since 2008.06.15 at 00:39:46 - 13 download(s) - 0
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Abstract | Download (pdf - 965 Ko) - Zip version (598 Ko) |
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