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Option pricing theory
Optionspreistheorie
66
Monte Carlo simulation
49
Monte-Carlo-Simulation
46
Theorie
43
Theory
43
Yield curve
34
Zinsstruktur
34
Derivat
26
Derivative
26
Option trading
21
Optionsgeschäft
21
Simulation
20
Stochastic process
15
Stochastischer Prozess
15
Greece
14
Griechenland
14
Interest rate derivative
12
Volatility
12
Volatilität
12
Zinsderivat
12
Estimation theory
11
Schätztheorie
11
Swap
11
Currency derivative
7
Finanzmathematik
7
Währungsderivat
7
LIBOR market model
6
Monte Carlo
6
Portfolio selection
6
Portfolio-Management
6
Bermudan options
5
Black-Scholes model
5
Black-Scholes-Modell
5
Numerical analysis
5
Numerisches Verfahren
5
Sensitivity analysis
5
Sensitivitätsanalyse
5
Stochastic volatility
5
Early exercise
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English
66
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Joshi, Mark S.
64
Chao Yang
8
Tang, Robert
8
Beveridge, Christopher
7
Chan, Jiun Hong
7
Zhu, Dan
6
Denson, Nick
3
Ranasinghe, Navin
3
Chen, Ting
2
Cheng, Xiang
2
Joshi, Mark
2
Kwok, Chun Fung
2
Pitt, David C.
2
Chan, Juin Hong
1
Fries, Christian P.
1
Leung, Terence
1
Leung, Terence S.
1
Rebonato, Riccardo
1
Wiguna, Alexander
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1
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
20
International journal of theoretical and applied finance
6
The journal of computational finance
4
Applied mathematical finance
2
Journal of economic dynamics & control
2
Journal of risk
2
Mathematics, finance and risk
2
European journal of operational research : EJOR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Operations research letters
1
The journal of futures markets
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ECONIS (ZBW)
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The concepts and practice of mathematical finance
Joshi, Mark S.
-
2008
-
2. ed.
Persistent link: https://www.econbiz.de/10003722014
Saved in:
2
Graphical Asian options
Joshi, Mark S.
-
2009
Persistent link: https://www.econbiz.de/10003924342
Saved in:
3
The concepts and practice of mathematical finance
Joshi, Mark S.
-
2003
-
1. publ.
Persistent link: https://www.econbiz.de/10001788055
Saved in:
4
Kooderive : multi-core graphics cards, the LIBOR market model, least-squares Monte Carlo and the pricing of cancellable swaps
Joshi, Mark S.
-
2014
Persistent link: https://www.econbiz.de/10010348823
Saved in:
5
A simple derivation of and improvements to Jamshidian's and Rogers' upper bound methods for Bermudan options
Joshi, Mark S.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297275
Saved in:
6
Option pricing and the Dirichlet problem
Joshi, Mark S.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297315
Saved in:
7
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003797784
Saved in:
8
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 87-108
Persistent link: https://www.econbiz.de/10003881606
Saved in:
9
Achieving smooth asymptotics for the prices of European options in binomial trees
Joshi, Mark S.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632920
Saved in:
10
Achieving higher order convergence for the prices of European pptions in binomial trees
Joshi, Mark S.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632930
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