Similar Search Results - EconBiz

Derivative security pricing : techniques, methods and applications

Chiarella, Carl; He, Xue-zhong; Nikitopoulos, Christina … - 2015

Persistent link: https://www.econbiz.de/10010505260

Derivative Security Pricing : Techniques, Methods and Applications

Chiarella, Carl - 2015

Part I The Fundamentals of Derivative Security Pricing -- 1 The Stock Option Problem -- 2 Stochastic Processes for Asset Price Modelling -- 3 An Initial Attempt at Pricing an Option -- 4 The Stochastic Differential Equation -- 5 Manipulating Stochastic Differential Equations and Stochastic...

Persistent link: https://www.econbiz.de/10014019196

Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives

Bhar, Ramaprasad; Chiarella, Carl - In: The European journal of finance 6 (2000) 2, pp. 113-125

Persistent link: https://www.econbiz.de/10001519354

A preference free partial differential equation for the term structure of interest rates

Chiarella, Carl; Hassan, Nadima el - 1996

Persistent link: https://www.econbiz.de/10000955777

Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques

Chiarella, Carl; Hassan, Nadima el - 1997

Persistent link: https://www.econbiz.de/10000985681

Estimating interest rate futures model in the Heath-Jarrow-Morton framework

Bhar, Ramaprasad - In: Advances in Pacific Basin financial markets 4 (1998), pp. 211-226

Persistent link: https://www.econbiz.de/10001250661

Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions

Chiarella, Carl; Hassan, Nadima el; Kuczera, Adam - In: Journal of economic dynamics & control 23 (1999) 9/10, pp. 1387-1424

Persistent link: https://www.econbiz.de/10001415373

McKean's method applied to American call options on jump-diffusion processes

Chiarella, Carl; Ziogas, Andrew - 2004

Persistent link: https://www.econbiz.de/10002251066

A survey of the integral representation of American option prices

Chiarella, Carl; Ziogas, Andrew - 2004

Persistent link: https://www.econbiz.de/10002251077

Pricing American options on jump-diffusion processes using Fourier Hermite series expansions

Chiarella, Carl; Ziogas, Andrew - 2005

Persistent link: https://www.econbiz.de/10002721489

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