Fundraising September 15, 2024 – October 1, 2024 About fundraising
2

A Simple Multi-Curve Model for Pricing SOFR Futures and Other Derivatives

Year:
2018
Language:
english
File:
PDF, 984 KB
english, 2018
5

The Practice of Local Correlation: An Empirical Study of Multi-Currency Option Pricing

Year:
2016
Language:
english
File:
PDF, 9.71 MB
english, 2016
7

Pricing inflation-indexed derivatives

Year:
2005
Language:
english
File:
PDF, 245 KB
english, 2005
9

Option Pricing For Jump Diffusions: Approximations and Their Interpretation

Year:
1993
Language:
english
File:
PDF, 437 KB
english, 1993
11

Option pricing with hedging at fixed trading dates

Year:
1996
Language:
english
File:
PDF, 1.14 MB
english, 1996
12

Swaption Skews and Convexity Adjustments

Year:
2005
Language:
english
File:
PDF, 203 KB
english, 2005
15

Analytic Approximation of Finite-Maturity Timer Option Prices

Year:
2015
Language:
english
File:
PDF, 346 KB
english, 2015
17

Jumping with Default: Wrong-Way-Risk Modeling for Credit Valuation Adjustment

Year:
2015
Language:
english
File:
PDF, 390 KB
english, 2015
19

A LIBOR Market Model with Stochastic Basis

Year:
2010
Language:
english
File:
PDF, 262 KB
english, 2010
32

A family of humped volatility models

Year:
2001
Language:
english
File:
PDF, 424 KB
english, 2001
41

The GARCH Linear SDE: Explicit Formulas and the Pricing of a Quanto CDS

Year:
2018
Language:
english
File:
PDF, 388 KB
english, 2018
42

Pricing Inflaiton Derivatives

Year:
2012
Language:
english
File:
PDF, 991 KB
english, 2012
46

A Multi-Factor SABR Model for Forward Inflation Rates

Year:
2009
Language:
english
File:
PDF, 231 KB
english, 2009
47

A Note on Hedging with Local and Stochastic Volatility Models

Year:
2008
Language:
english
File:
PDF, 321 KB
english, 2008