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Pricing Mortgage-Backed Securities using Prepayment Functions and Pathwise Monte Carlo Simulation.
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Valuation of Mortgage Backed Securities with Prepayment using BDT Model and Monte Carlo Methods
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Risk Measures Extracted from Option Market Data Using Massively Parallel Computing
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Organization & Analysis of Stock Option Market Data
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Bayesian Predictive Inference and Multivariate Benchmarking for Small Area Means
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Interdependence of US Industry Sectors Using Vector Autoregression
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Pricing of Multi-Name Credit Derivatives Using Copulas
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Implementation of Some Finite Difference Methods for the Pricing of Derivatives using C++ Programming.
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Portfolio Optimization Based on Robust Estimation Procedures
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Prices of Credit Default Swaps and the Term Structure of Credit Risk
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