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[University of Illinois, Deng] Volatility Dispersion Trading.pdf |
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360K |
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[University of London, Jacquier] Variance Dispersion and Correlation
Swaps.pdf |
330K |
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[University of London, Jacquier] Volatility Seminar - Some notes on
Variance Swaps and Volatility Derivatives.pdf |
139K |
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[University of Manitoba, Barua] Fast Fourier Transform for
Option Pricing - Improved Mathematical Modeling and Design of an
Efficient Parallel Algorithm.pdf |
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606K |
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[University of Minho, Areal] FTSE-100 Implied Volatility
Index.pdf |
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861K |
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[University of Otago, Tamagushiku] Heath, Jarrow and Morton Interest
Rate Modelling Using Principal Component Analysis.pdf |
1.6M |
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[University of Oxford, Davison] Mobile Robot Navigation Using
Active Vision.pdf |
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3.8M |
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[University of Pittsburgh, Ruibal] On the Variance of Electricity Prices
in Deregulated Markets.pdf |
1.3M |
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[University of Pittsburgh, Ruibal] On the Variance of Electricity Prices
in Deregulated Markets.ppt |
8.0M |
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[University of Texas, Wiley] A UNIX Device Driver for a TransLink II
Transputer Board.pdf |
1.0M |
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[University of Tokyo, Osajima] The Asymptotic Expansion Formula of
Implied Volatility for Dynamic SABR Model and FX Hybrid Model.pdf |
342K |
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[University of Toronto, Surkov] Parallel Option Pricing with
Fourier Space Time-stepping Method on Graphics Processing
Units.pdf |
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261K |
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[University of Twente, Vellekoop] Cash Dividends and Futures
Prices on Discontinuous Filtrations.pdf |
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151K |
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[University of Waterloo, Forsyth] Numerical Methods and Volatility
Models for Valuing Cliquet Options.pdf |
434K |
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[University of Waterloo, Windcliff] Pricing Methods and Hedging
Strategies for Volatility Derivatives.pdf |
295K |
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[University of Wisconsin-Madison, Shalizi] CSSS 2000-2001 Math Review
Lectures - Probability, Statistics, and Stochastic Processes.pdf |
512K |
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[University of Wollongong, Zhu] An Exact and Explicit Solution
for the Value of American Put and its Optimal Exercise
Boundary.pdf |
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204K |
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[University of the Witwatersrand, Mahomed] Pricing of Himalaya
Options.pdf |
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637K |
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[University of the Witwatersrand, Majmin] Local and Stochastic
Volatility Models - An Investigation into the Pricing of Exotic Equity
Options.pdf |
921K |
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[University of the Witwatersrand, Sheppard] Pricing Equity
Derivatives under Stochastic Volatility - A Partial Differential
Equation Approach.pdf |
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1.6M |
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[Unversity Paris IX Dauphine, Geman] Towards a European Market
of Electricity - Spot and Derivatives Trading.pdf |
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45K |
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[VMAC] A Comprehensive Solution to Counterparty Credit and Cash
Demands in Energy Markets.pdf |
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245K |
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[Vienna University, Redl] Modeling Electricity Futures.pdf |
127K |
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[Wachovia Bank, Kramin] A Multi-Factor Markovian HJM Model for Pricing
Exotic Interest Rate Derivatives.pdf |
196K |
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[Wall Street Journal, Slater] When Hedge Funds Meet Islamic
Finance.pdf |
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106K |
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[Weierstrab-Institut, Wystup] Efficient Computation of Option Price
Sensitivities.pdf |
373K |
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[Worchester Polytechic Institute, Acheampong] Pricing Mortgage-Back
Securities using Prepayment.pdf |
365K |
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[Workshop on Computational Methods for Pricing and Hedging Exotic
Options, Dixon] Calibrating Spread Options using a Seasonal Forward
Model.pdf |
654K |
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[Yale University, Welch] A First Course in Corporate Finance.pdf |
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5.8M |
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[YieldCurve] CDO-Note - Synthetic CDO Note Pricing Model Fact Sheet.pdf |
97K |
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[York University, Swishchuk] Modeling of Variance and Volatility Swaps
for Financial Markets with Stochastic Volatility.pdf |
559K |
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[York University, Swishchuk] Modeling of Variance and Volatility
Swaps for Financial Markets with Stochastic Volatility.ppt |
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896K |
