Access Statistics for Nadima El-Hassan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Preference Free Partial Differential Equation for the Term Stucture of Interest Rates 1 2 20 123 1 9 74 467
A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models 0 0 0 0 1 4 19 278
A Survey of Models for the Pricing of Interest Rate Derivatives 0 0 0 0 1 5 17 122
Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques 0 0 6 73 3 6 30 232
Evaluation of Point Barrier Options in a Path Integral Framework Using Fourier-Hermite Expansions 0 0 0 0 4 8 49 251
Hedging Diffusion Processes by Local Risk-Minimisation with Applications to Index Tracking 2 4 11 91 3 8 47 311
Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions 2 3 16 272 2 7 25 524
Pricing American Interest Rate Options in a Heath-Jarrow-Morton Framework Using Method of Lines 1 3 23 188 1 13 82 619
THE EVALUATION OF MULTIASSET EUROPEAN AND AMERICAN OPTIONS VIA FOURIER HERMITE SERIES EXPANSIONS 0 0 0 0 4 15 49 675
The Calibration of Stock Option Pricing Models Using Inverse Problem Methodology 2 8 43 237 5 22 86 496
The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions 0 0 0 0 2 4 17 280
The Reduction of Forward Rate Dependent Volatility HJM Models to Markovian Form: Pricing European Bond Option 1 4 25 151 7 19 79 440
Tracking Error and Active Portfolio Management 6 27 150 1,481 21 87 450 4,987
Total Working Papers 15 51 294 2,616 55 207 1,024 9,682

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models 2 6 8 26 2 11 14 122
Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions 1 1 13 88 2 3 25 256
Hedging diffusion processes by local risk minimization with applications to index tracking 2 3 12 26 3 5 29 64
Total Journal Articles 5 10 33 140 7 19 68 442

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Statistics updated 2009-07-03