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The top documents of chun-ming-jeffy-tam

Patrick Cheridito - Pricing and Hedging CoCos.pdf
Patrick Cheridito - Pricing and Hedging CoCos.pdf
52 views
Alos Leon and Vives - Finance and Stochastics.pdf
Alos Leon and Vives - Finance and Stochastics.pdf
19 views
Philip Stahl, Philipp B Rindler - Robust Calculation of MFIV from Calibrated Surface.pdf
Philip Stahl, Philipp B Rindler - Robust Calculation of MFIV from Calibrated Surface.pdf
26 views
Dilip Madan - Pricing S&P 500 Options using Hilbert Space Basis.pdf
Dilip Madan - Pricing S&P 500 Options using Hilbert Space Basis.pdf
15 views
Affine fractional stochastic volatility models.pdf
Affine fractional stochastic volatility models.pdf
223 views
A-Confederacy-of-Dunces-John-Kennedy-Toole1.pdf
A-Confederacy-of-Dunces-John-Kennedy-Toole1.pdf
213 views
Robert Jarrow - smiles_JF_07.pdf
Robert Jarrow - smiles_JF_07.pdf
224 views
Simona Svoboda - Libor Market Model with Stochastic Volatility.pdf
Simona Svoboda - Libor Market Model with Stochastic Volatility.pdf
224 views
John Hull, Alan White - Forward Rate Volatilies, Swap rate Volatilities, and the Implementation of the Libor Market Model.pdf
John Hull, Alan White - Forward Rate Volatilies, Swap rate Volatilities, and the Implementation of the Libor Market Model.pdf
223 views
Paul Glasserman - Saddlepoint Approximations for Affine Jump-Diffusion Models.pdf
Paul Glasserman - Saddlepoint Approximations for Affine Jump-Diffusion Models.pdf
223 views
C.H. Hui - Using first-passage-time density to assess realignment risk of a target zone.pdf
C.H. Hui - Using first-passage-time density to assess realignment risk of a target zone.pdf
218 views
Dilip Madan - On Pricing Contingent Capital Notes.pdf
Dilip Madan - On Pricing Contingent Capital Notes.pdf
223 views
Simulation of fBm thesis nl.pdf
Simulation of fBm thesis nl.pdf
236 views
DuffiePanSingleton jumps Econometrica 00.pdf
DuffiePanSingleton jumps Econometrica 00.pdf
223 views
Paul Glasserman - Malliavin Greeks without Malliavin calculus.pdf
Paul Glasserman - Malliavin Greeks without Malliavin calculus.pdf
236 views
Robert Elliott - Pricing Volatility Swap and Variance Swap under Heston Model with Regime Switching.pdf
Robert Elliott - Pricing Volatility Swap and Variance Swap under Heston Model with Regime Switching.pdf
229 views
Leif Andersen - Extended Libor Market Models with Stochastic Volatility.pdf
Leif Andersen - Extended Libor Market Models with Stochastic Volatility.pdf
217 views
Comte, Renault - Long memory continuous time models.pdf
Comte, Renault - Long memory continuous time models.pdf
222 views
Rosalyn Tureck - An Introduction to the Performance of Bach
Rosalyn Tureck - An Introduction to the Performance of Bach
232 views
Nathanael Enriquez - A simple construction of the fractional Brownian motion.pdf
Nathanael Enriquez - A simple construction of the fractional Brownian motion.pdf
231 views