Economics - Research Publications

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http://hdl.handle.net/11343/417

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Now showing 1 - 5 of 5

FAST SENSITIVITY COMPUTATIONS FOR MONTE CARLO VALUATION OF PENSION FUNDS

Joshi, M ; Pitt, D (PEETERS, 2010-11-01)
Effective Implementation of Generic Market Models

JOSHI, M. ; LIESCH, L. ( 2007)
A simple derivation of and improvements to Jamshidian's and Rogers' upper bound methods for Bermudan options

JOSHI, M ( 2007)
The Concepts and Practice of Mathematical Finance

JOSHI, M (Cambridge University Press, 2003)
A displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementation

Joshi, MS ; Rebonato, R (IOP PUBLISHING LTD, 2003-12-01)