Equity Hybrid Derivatives
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13

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Published By John Wiley & Sons, Inc.

9781119201816, 9780471770589

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Applications

Equity Hybrid Derivatives ◽

10.1002/9781119201816.ch2 ◽

2015 ◽

pp. 35-87

Front Matter

Equity Hybrid Derivatives ◽

10.1002/9781119201816.fmatter ◽

2015 ◽

pp. i-viii

Copulas Applied to Derivatives Pricing

Equity Hybrid Derivatives ◽

10.1002/9781119201816.ch7 ◽

2015 ◽

pp. 206-228 ◽

Cited By ~ 2

Keyword(s):

Derivatives Pricing

Constant Proportion Portfolio Insurance

Equity Hybrid Derivatives ◽

10.1002/9781119201816.ch5 ◽

2015 ◽

pp. 145-163

Keyword(s):

Portfolio Insurance ◽

Constant Proportion ◽

Constant Proportion Portfolio Insurance

Credit Modeling

Equity Hybrid Derivatives ◽

10.1002/9781119201816.ch6 ◽

2015 ◽

pp. 165-203 ◽

Cited By ~ 1

American Monte Carlo

Equity Hybrid Derivatives ◽

10.1002/9781119201816.ch10 ◽

2015 ◽

pp. 297-311

Keyword(s):

Monte Carlo

Theory

Equity Hybrid Derivatives ◽

10.1002/9781119201816.ch1 ◽

2015 ◽

pp. 1-34

Index

Equity Hybrid Derivatives ◽

10.1002/9781119201816.index ◽

2015 ◽

pp. 323-326

Numerical Solution of Multifactor Pricing Problems Using Lagrange-Galerkin with Duality Methods

Equity Hybrid Derivatives ◽

10.1002/9781119201816.ch9 ◽

2015 ◽

pp. 248-296

Keyword(s):

Numerical Solution ◽

Duality Methods ◽

Pricing Problems

Forward PDEs and Local Volatility Calibration

Equity Hybrid Derivatives ◽

10.1002/9781119201816.ch8 ◽

2015 ◽

pp. 229-247

Keyword(s):

Local Volatility