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Mark to model
Results: 136

#	Item
31	THE RATE OF CONVERGENCE OF THE TWO-STATE LATTICE MODEL FOR PRICING VANILLA OPTIONS Mark Joshi And Chun Fung Kwok Abstract. Variations of the binomial tree model are reviewed and extensions to the two most eﬃcient trees Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2014-04-02 01:03:23 Anxiolytics Ion channels Binomial options pricing model Mathematical finance Options
32	To appear in Luciano Floridi, ed., Blackwell Guide to the Philosophy of Computing and Information Artificial Life Mark Bedau Department of Philosophy Add to Reading List Source URL: people.reed.edu Language: English - Date: 2008-02-29 16:32:50 Ethology Knowledge Cybernetics Scientific modeling Emergence Artificial life Agent-based model Self-organization Complex adaptive system Science Systems Complex systems theory
33	FAST DELTA COMPUTATIONS IN THE SWAP MARKET MODEL MARK JOSHI AND CHAO YANG A BSTRACT. We develop an efficient algorithm to implement the adjoint method that computes sensitivities of an interest rate derivative (IRD) with Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:14:59 Differential calculus Generalizations of the derivative Determinants Jacobian matrix and determinant Matrices Multivariable calculus Automatic differentiation Matrix Adjoint Mathematics Algebra Mathematical analysis
34	From Protocol Stack to Protocol Heap -- Role-Based Architecture (RBA) Bob Braden, Ted Faber USC Information Sciences Institute Mark Handley Add to Reading List Source URL: www.isi.edu Language: English - Date: 2002-11-05 16:43:56 Computer networking OSI protocols Communications protocol Data transmission Protocols OSI model Network packet Transmission Control Protocol Firewall Data Computing Information
35	Statistically downscaling from an Earth System Model of Intermediate Complexity to reconstruct past climate gradients across the UK Mark Hoar Add to Reading List Source URL: www.cru.uea.ac.uk Language: English - Date: 2012-10-29 11:12:55 Cluster analysis Statistics Paleoclimatology Proxy
36	NCB NI are delighted to invite you to a workshop with Mark Friedman, originator of the Outcomes Based Accountability model and author of TRYING HARD IS NOT GOOD ENOUGH HOW TO PRODUCE MEASURABLE IMPROVEMENTS FOR CUSTOMERS Add to Reading List Source URL: ncb.org.uk Language: English - Date: 2014-08-20 05:45:39 Mark Friedman AccountAbility Social philosophy
37	Using Strongly Typed Networking to Architect for Tussle Chitra Muthukrishnan† , Vern Paxson‡,¶ , Mark Allman‡ , Aditya Akella† † ‡ Add to Reading List Source URL: www.icir.org Language: English - Date: 2010-10-17 18:13:37 Network protocols Communication Communications protocol Data transmission Protocols Public-key cryptography Email Direct Client-to-Client Actor model Computing Information Internet
38	FAST AND ACCURATE PRICING AND HEDGING OF LONG-DATED CMS SPREAD OPTIONS MARK JOSHI AND CHAO YANG A BSTRACT. We present a fast method to price and hedge CMS spread options in the displaced-diffusion co-initial swap market Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:23:08 Mathematical finance Contract law Annuity Life annuity LIBOR market model Yield curve Option Derivative Swap Financial economics Investment Finance
39	MONTE CARLO MARKET GREEKS IN THE DISPLACED DIFFUSION LIBOR MARKET MODEL MARK S. JOSHI AND OH KANG KWON Abstract. The problem of developing sensitivities of exotic interest rates derivatives to the observed implied volati Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:23:08 Investment Interest rate cap and floor Swaption LIBOR market model Interest rate derivative Implied volatility Calibrated geometry Volatility Mathematical finance Financial economics Finance
40	FIRST AND SECOND ORDER GREEKS IN THE HESTON MODEL JIUN HONG CHAN AND MARK JOSHI Abstract. In this paper, we present an efficient approach to compute the first and the second order price sensitivities in the Heston model Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:23:08 Mathematical finance Stochastic processes Equations Numerical analysis Normal distribution Black–Scholes Discretization Variance Heston model Statistics Mathematics Mathematical analysis

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