Narrow search
Showing 1 - 6 of 6
Cover Image
Pricing and risk management of interest rate swaps
Mitra, Sovan; Date, Paresh; Mamon, Rogemar; Wang, I-chieh - In: European journal of operational research : EJOR 228 (2013) 1, pp. 102-111
Persistent link: https://www.econbiz.de/10009734148
Cover Image
Two methods for optimal investment with trading strategies of finite variation
Gashi, Bujar; Date, Paresh - In: IMA journal of management mathematics 23 (2012) 2, pp. 171-193
Persistent link: https://www.econbiz.de/10009548871
Cover Image
Linear and non-linear filtering in mathematical finance : a review
Date, Paresh; Ponomareva, K. - In: IMA journal of management mathematics 22 (2011) 3, pp. 195-211
Persistent link: https://www.econbiz.de/10009297153
Cover Image
Measuring the risk of a non-linear portfolio with fat-tailed risk factors through a probability conserving transformation
Date, Paresh; Bustreo, Roberto - In: IMA journal of management mathematics 27 (2016) 2, pp. 157-180
Persistent link: https://www.econbiz.de/10011567011
Cover Image
Risk minimisation using options and risky assets
Mohd Azdi Maasar; Roman, Diana; Date, Paresh - In: Operational research : an international journal 22 (2022) 1, pp. 485-506
Persistent link: https://www.econbiz.de/10013173306
Cover Image
An effective bias-corrected bagging method for the valuation of large variable annuity portfolios
Gweon, Hyukjun Jay; Li, Shu; Mamon, Rogemar - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 853-871
Persistent link: https://www.econbiz.de/10012307387