1

Quanto Pricing with Copulas

Year:
2004
Language:
english
File:
PDF, 389 KB
english, 2004
3

A Comparison of Markov–Functional and Market Models

Year:
2005
Language:
english
File:
PDF, 438 KB
english, 2005
11

Stochastic volatility for interest rate derivatives

Year:
2014
Language:
english
File:
PDF, 1.98 MB
english, 2014
16

Markov-functional interest rate models

Year:
2000
Language:
english
File:
PDF, 120 KB
english, 2000
19

Your Better Half

Year:
2005
Language:
english
File:
PDF, 4.87 MB
english, 2005
22

On the Approximation of the SABR Model: A Probabilistic Approach

Year:
2012
Language:
english
File:
PDF, 615 KB
english, 2012
24

Tracking mothers attitudes to childhood immunisation 1991–2001

Year:
2005
Language:
english
File:
PDF, 893 KB
english, 2005
40

An N-Dimensional Markov-Functional Interest Rate Model

Year:
2011
Language:
english
File:
PDF, 1.34 MB
english, 2011
43

Stochastic Volatility for Interest Rate Derivatives

Year:
2011
Language:
english
File:
PDF, 3.11 MB
english, 2011