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~isPartOf:"Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne"
~subject:"Zinsstruktur"
~type_genre:"Collection of articles of several authors"
~type_genre:"Non-commercial literature"
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Zinsstruktur
Option pricing theory
24
Optionspreistheorie
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Theorie
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6
Stochastischer Prozess
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Joshi, Mark S.
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper series / Swiss Finance Institute
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Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
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Kooderive : multi-core graphics cards, the LIBOR market model, least-squares Monte Carlo and the pricing of cancellable swaps
Joshi, Mark S.
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2014
Persistent link: https://www.econbiz.de/10010348823
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2
Monte Carlo bounds for game options including convertible bonds
Beveridge, Christopher
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806621
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3
Smooth simultaneous calibration of the LMM to caplets and coterminal swaptions
Ametrano, Ferdinando M.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003797794
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4
Interpolation schemes in the displaced-diffusion libor market
Beveridge, Christopher
;
Joshi, Mark S.
-
2009
Persistent link: https://www.econbiz.de/10003924341
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