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- 558 KB
- 2024-10-30
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Asymptotic normality for a modified quadratic variation of the Hermite process.pdf
- 268.52 KB
- 2024-5-3
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Compact_Finite_Difference_Scheme_with_Hermite_Interpolation_for_Pricing_American.pdf
- 4.01 MB
- 2022-6-25
- 725.52 KB
- 2022-6-25
- 725.52 KB
- 2022-6-23
- 725.52 KB
- 2022-6-15
- 725.52 KB
- 2022-6-13
- 725.52 KB
- 2022-6-8
- 725.52 KB
- 2022-6-6
- 725.52 KB
- 2022-6-2
- 725.52 KB
- 2022-6-1
- 2.85 MB
- 2017-2-23
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本附件包括：
- 21. Hermite Polynomials and Their Use for Integration.pdf
- 3. Warrant Valuation When Value of Equity plus Warrants Is Lognormal.pdf
- 4. Exact Procedure for Valuing American Calls on Stocks Paying a Single Dividend.pdf
- 5. Differential Equation for Price of a Derivative on a Stock Paying a Known Dividend Yield.pdf
- 6. Calculation of the Cumulative Probability in a Bivariate Normal Distribution.pdf
- 7. Differential Equation for Price of a Derivative on a Futures Price.pdf
- 8. Analytic Approximation for Valuing American Options.pdf
- 9. Generalized Tree Building Procedure.pdf
- 10. The Cornish-Fisher Expansion to Estimate VaR.pdf
- 11. Manipulation of Credit Transition Matrices.pdf
- 12. Calculation of Cumulative Non-Central Chi Square Distribution.pdf
- 13. Efficient Procedure for Valuing American-Style Lookback Options.pdf
- 14. The Hull-White Two-Factor Model.pdf
- 15. Valuing Options on Coupon-Bearing Bonds in a One-Factor Interest Rate Model.pdf
- 16. Construction of an Interest Rate Tree with Nonconstant Time Steps and Nonconstant Parameters.pdf
- 17. The Process for the Short Rate in an HJM Term Structure Model.pdf
- 18. Valuation of a Compounding Swap.pdf
- 19. Valuation of an Equity Swap.pdf
- 20. Changing the Market Price of Risk for Variables That Are Not the Prices of Traded Securities.pdf
- 22. Valuation of a Variance Swap.pdf
- 23. The Black, Derman , Toy Model.pdf
- 24. Proof that Forward and Futures Prices Are Equal When Interest Rates Are Constant.pdf
- 25. A Cash Flow Mapping Procedure.pdf
- 26. A Binomial Measure of Credit Correlation.pdf
- 27. Calculation of Moments for Valuing Asian Options.pdf
- 28. Calculation of Moments for Valuing Basket Options.pdf
- 29. Proof of Extensions to Ito's Lemma.pdf
- 30. The Return for a Security Dependent on Multiple Sources of Uncertainty.pdf
- 31. Properties of Ho-Lee and Hull-White Interest Rate Models.pdf
- 1. Convexity Adjustments to Eurodollar Futures.pdf
- 2. Properties of the Lognormal Distribution.pdf
- 1.37 MB
- 2015-1-30
- 54.57 KB
- 2015-1-30
- 982.02 KB
- 2013-8-16
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Some Methods of Estimation for the Bivariate Hermite Distribution.pdf
- 497.27 KB
- 2013-8-16
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On some aspects of intervened generalized Hermite distribution.pdf
- 178.96 KB
- 2013-5-4
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