Valuing American Options by Simulation: A Simple Least-Squares Approach Francis A. Longstaff UCLA Eduardo S. Schwartz UCLA

Source URL: people.math.ethz.ch

MASTER OF FINANCIAL ENGINEERING MASTER OF FINANCIAL ENGINEERING // AS FINANCE BECOMES MORE QUANTITATIVE, THE MFE DEGREE OFFERS YOU A VALUABLE COMPETITIVE EDGE.

Source URL: www.anderson.ucla.edu

• Mathematical finance
• Master of Quantitative Finance
• Quantitative analyst
• Financial engineering
• Francis Longstaff
• Finance
• Financial modeling
• Financial risk management
• UCLA Anderson School of Management

NBER WORKING PAPER SERIES VALUING THINLY-TRADED ASSETS Francis Longstaff Working Paperhttp://www.nber.org/papers/w20589

Source URL: www.q-group.org

• Financial markets
• Options
• Stochastic processes
• Financial risk
• Market liquidity
• Liquidity risk
• Financial economics
• Futures contract
• Hedge fund
• Foreign exchange option
• Forward contract
• Valuation

Deflation Risk Matthias Fleckenstein, Francis A. Longstaff, Hanno Lustig Q Group Conference October 2015

Source URL: www.q-group.org

• Economy
• Money
• Inflation
• Monetary economics
• Deflation
• Yield curve
• Great Depression
• Risk-neutral measure
• Long Depression

American Economic Journal: Macroeconomics 3 (April 2011): 75–103 http://www.aeaweb.org/articles.php?doi=[removed]mac[removed]How Sovereign Is Sovereign Credit Risk?† By Francis A. Longstaff, Jun Pan, Lasse H. Pedersen,

Source URL: docs.lhpedersen.com

• United States housing bubble
• Financial crises
• Financial risk
• Bonds
• Economic bubbles
• Credit default swap
• Equity premium puzzle
• Liquidity risk
• High-yield debt
• Economics
• Financial economics
• Finance