Scholes

Results: 564



#Item
131APL programming language family / Array programming languages / Programming paradigms / Functional languages / Computer languages / APL / Declarative programming / ACT-R / Procedural programming / Computing / Software engineering / Computer programming

How to Write Computer Programs John Scholes – Dyalog Ltd “After all, animals is only human, innit?” – Ali G. Apology I apologise to those of you who already know how to write computer programs;

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Source URL: www.causeway.co.uk

Language: English - Date: 2013-12-20 03:46:07
132Investment / Foreign-exchange option / Oberon / Financial risk / Black–Scholes / Swaption / Derivative / Yield curve / Power reverse dual currency note / Financial economics / Options / Finance

Managing Collateralised Trading. Enabling Regulatory Compliance. Oberon ®

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Source URL: www.lombardrisk.com

Language: English - Date: 2015-03-06 05:46:54
133Financial economics / Mathematical sciences / Black–Scholes / Equations / Options / Stock market / Risk-neutral measure / Martingale / Mathematical finance / Statistics / Stochastic processes

Contents 1 Approximative Hedging . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.1 Black–Scholes Formula Revisited . . . . . . . . . . . . . . . . . . . . . . . . . .

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Source URL: www.cemi.rssi.ru

Language: English - Date: 2010-05-11 10:54:07
134Mathematical finance / Financial markets / Financial accounting / Capital / Cost of capital / Black–Scholes / Corporate finance / Risk / Valuation / Finance / Financial economics / Economics

Journal of Financial Economics–62 Contents lists available at SciVerse ScienceDirect Journal of Financial Economics journal homepage: www.elsevier.com/locate/jfec

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Source URL: www0.gsb.columbia.edu

Language: English - Date: 2014-07-29 20:46:59
135Science / Actuarial science / Black–Scholes / Economic model / Quantitative analyst / Financial modeling / Mathematical model / Finance / Option / Economics / Financial economics / Mathematical finance

2 2 When Finance Met Physics R. McKay Stangler

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Source URL: www.thenewatlantis.com

Language: English - Date: 2014-02-03 18:27:58
136Stock market / Dividends / Financial ratios / Financial risk / Dividend policy / Dividend yield / Dividend / Short / Black–Scholes / Financial economics / Finance / Investment

front 321:Ekaterini - Fisher Effect quark.qxd.qxd

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Source URL: www.tcd.ie

Language: English - Date: 2014-12-10 10:10:18
137Investment / Mathematical finance / Equations / Option style / Asian option / Tk / Option / Black–Scholes / Financial economics / Options / Finance

MONTE CARLO BOUNDS FOR GAME OPTIONS INCLUDING CONVERTIBLE BONDS CHRISTOPHER BEVERIDGE AND MARK JOSHI Abstract. We introduce two new methods to calculate bounds for zero-sum game options using Monte Carlo simulation. Thes

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:09:39
138Economics / VIX / Volatility / Implied volatility / Financial risk / Variance swap / Chicago Board Options Exchange / Stock market index / Black–Scholes / Mathematical finance / Financial economics / Finance

Microsoft Word - WP No.22_2012.doc

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Source URL: www.hkimr.org.

Language: English - Date: 2012-10-05 03:17:28
139Options / Finance / Stochastic processes / Fourier analysis / Heston model / Black–Scholes / Fourier transform / Implied volatility / Stochastic volatility / Mathematical finance / Mathematical analysis / Financial economics

FOURIER TRANSFORMS, OPTION PRICING AND CONTROLS MARK JOSHI AND CHAO YANG Abstract. We incorporate a simple and effective control-variate into Fourier inversion formulas for vanilla option prices. The control-variate used

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:14:54
140Operator theory / Differential equations / Multivariable calculus / Partial differential equation / Black–Scholes / Eigenvalues and eigenvectors / Hermitian adjoint / Borel functional calculus / Algebra / Mathematics / Mathematical analysis

FAST GREEKS FOR MARKOV-FUNCTIONAL MODELS USING ADJOINT PDE METHODS NICK DENSON AND MARK JOSHI Abstract. This paper demonstrates how the adjoint PDE method can be used to compute Greeks in Markov-functional models. This i

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:21:40
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