The following pages link to Farshid Jamshidian (Q1367944):
Displaying 12 items.
- Scenario simulation: Theory and methodology (Q1367945) (← links)
- LIBOR and swap market models and measures (Q1376238) (← links)
- Valuation of credit default swaps and swaptions (Q1776007) (← links)
- On the combinatorics of iterated stochastic integrals (Q3017885) (← links)
- The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope (Q3429332) (← links)
- BIVARIATE SUPPORT OF FORWARD LIBOR AND SWAP RATES (Q3521284) (← links)
- TRIVARIATE SUPPORT OF FLAT-VOLATILITY FORWARD LIBOR RATES (Q3553255) (← links)
- Option and Futures Evaluation With Deterministic Volatilities<sup>1</sup> (Q4372006) (← links)
- Bond, futures and option evaluation in the quadratic interest rate model (Q4541527) (← links)
- (Q4791399) (← links)
- Hedging quantos, differential swaps and ratios (Q4845146) (← links)
- A simple class of square-root interest-rate models (Q4994398) (← links)
