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Valuing path-dependent options...
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Implementing models of financial derivatives : object oriented applications with VBA
Webber, Nick
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2011
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1st publ.
Persistent link: https://www.econbiz.de/10009007341
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2
A theory of the term structure with an official short rate
Babbs, Simon H.
;
Webber, Nick
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1994
Persistent link: https://www.econbiz.de/10000902097
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3
Interest rate modelling
James, Jessica
;
Webber, Nick
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2000
Persistent link: https://www.econbiz.de/10001354952
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4
Pricing barrier options with one-factor interest rate models
Kuan, Grace C. H.
;
Webber, Nick
- In:
The journal of derivatives : the official publication …
10
(
2003
)
4
,
pp. 33-50
Persistent link: https://www.econbiz.de/10001781761
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A nonlinear model of the term structure of interest rates
Tice, Julian
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 177-209
Persistent link: https://www.econbiz.de/10001220274
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An EZI method to reduce the rank of a correlation matrix in financial modelling
Morini, Massimo
;
Webber, Nick
- In:
Applied mathematical finance
13
(
2006
)
4
,
pp. 309-331
Persistent link: https://www.econbiz.de/10003396206
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Correcting for simulation bias in Monte Carlo methods to value exotic options in models driven by Lévy processes
Ribeiro, Claudia
;
Webber, Nick
- In:
Applied mathematical finance
13
(
2006
)
4
,
pp. 333-352
Persistent link: https://www.econbiz.de/10003396211
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Comment on "Correcting for simulation bias in Monte Carlo methods to value exotic options in models driven by Lévy processes" by C. Ribeiro and N. Webber
Becker, Martin
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 133-146
Persistent link: https://www.econbiz.de/10003975363
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9
Understanding time-inconsistent heterogeneous preferences in economics and finance: a practice theory approach
Andrikopoulos, Panagiotis
;
Webber, Nick
- In:
Application of operations research to financial markets
,
(pp. 3-26)
.
2019
Persistent link: https://www.econbiz.de/10012157310
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10
Valuing Path Dependent Options in the Variance-Gamma Model by Monte Carlo with a Gamma Bridge
Webber, Nick
;
Riveiro, Claudia
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Financial Econometrics Research Centre, Warwick …
-
2002
Persistent link: https://www.econbiz.de/10004981058
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