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The top documents of chun-ming-jeffy-tam

Patrick Cheridito - Pricing and Hedging CoCos.pdf
Patrick Cheridito - Pricing and Hedging CoCos.pdf
67 views
Phil Hunt , Joanne Kennedy , Antoon Pelsser - Markov-functional interest rate models.pdf
Phil Hunt , Joanne Kennedy , Antoon Pelsser - Markov-functional interest rate models.pdf
92 views
Alos Leon and Vives - Finance and Stochastics.pdf
Alos Leon and Vives - Finance and Stochastics.pdf
31 views
Philip Stahl, Philipp B Rindler - Robust Calculation of MFIV from Calibrated Surface.pdf
Philip Stahl, Philipp B Rindler - Robust Calculation of MFIV from Calibrated Surface.pdf
28 views
Full metal alchemist episode 4
Full metal alchemist episode 4
220 views
Dilip Madan - Pricing S&P 500 Options using Hilbert Space Basis.pdf
Dilip Madan - Pricing S&P 500 Options using Hilbert Space Basis.pdf
16 views
Full metal alchemist episode 2
Full metal alchemist episode 2
218 views
Full metal alchemist episode 3
Full metal alchemist episode 3
218 views
Patrice Abry, Fabrice Sellan - The Wavelet-based Synthesis for fractional Brownian motion.pdf
Patrice Abry, Fabrice Sellan - The Wavelet-based Synthesis for fractional Brownian motion.pdf
213 views
A-Confederacy-of-Dunces-John-Kennedy-Toole1.pdf
A-Confederacy-of-Dunces-John-Kennedy-Toole1.pdf
218 views
Affine fractional stochastic volatility models.pdf
Affine fractional stochastic volatility models.pdf
223 views
Almgren, Li - Closed-Form Solutions for Option Hedging With Market Impact
Almgren, Li - Closed-Form Solutions for Option Hedging With Market Impact
216 views
Volatility-of-Volatility
Volatility-of-Volatility
215 views
T.E. Duncan - Prediction for Some Processes Related to a Fractional Brownian Motion
T.E. Duncan - Prediction for Some Processes Related to a Fractional Brownian Motion
213 views
Eric Benhamou - Pricing Convexity Adjustment with Wiener Chaos.pdf
Eric Benhamou - Pricing Convexity Adjustment with Wiener Chaos.pdf
224 views
Fast and Exact Synthesis for 1D fractional Brownian Motion and Fractional Gaussian Noises.pdf
Fast and Exact Synthesis for 1D fractional Brownian Motion and Fractional Gaussian Noises.pdf
220 views
Paul Glasserman - Malliavin Greeks without Malliavin calculus.pdf
Paul Glasserman - Malliavin Greeks without Malliavin calculus.pdf
240 views
John Hull, Alan White - Forward Rate Volatilies, Swap rate Volatilities, and the Implementation of the Libor Market Model.pdf
John Hull, Alan White - Forward Rate Volatilies, Swap rate Volatilities, and the Implementation of the Libor Market Model.pdf
223 views
Nathanael Enriquez - A simple construction of the fractional Brownian motion.pdf
Nathanael Enriquez - A simple construction of the fractional Brownian motion.pdf
232 views
Pitman estimators NovikovKord June 30 2012 Final 15 EngSW.pdf
Pitman estimators NovikovKord June 30 2012 Final 15 EngSW.pdf
218 views