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Minerva Access
Business & Economics
Economics
Economics - Research Publications

Economics - Research Publications

Permanent URI for this collection

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

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Liesch, Lorenzo 1

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Finance and Investment

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Journal Article 4

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Subject: Banking ×

Subject: Finance and Investment ×

Start date: 2003 ×

End date: 2010 ×

Author: Joshi, Mark ×

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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)

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