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 2 4 14 129 2 9 48 481
A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models 0 0 0 0 3 10 25 290
A Survey of Models for the Pricing of Interest Rate Derivatives 0 0 0 0 1 7 18 129
Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques 0 2 9 78 1 5 26 240
Evaluation of Point Barrier Options in a Path Integral Framework Using Fourier-Hermite Expansions 0 0 0 0 2 13 42 265
Hedging Diffusion Processes by Local Risk-Minimisation with Applications to Index Tracking 1 2 11 93 6 12 37 323
Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions 1 3 12 276 2 5 22 531
Pricing American Interest Rate Options in a Heath-Jarrow-Morton Framework Using Method of Lines 2 4 18 193 8 18 68 642
THE EVALUATION OF MULTIASSET EUROPEAN AND AMERICAN OPTIONS VIA FOURIER HERMITE SERIES EXPANSIONS 0 0 0 0 4 9 50 688
The Calibration of Stock Option Pricing Models Using Inverse Problem Methodology 4 13 43 251 11 32 92 531
The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions 0 0 0 0 1 4 15 285
The Reduction of Forward Rate Dependent Volatility HJM Models to Markovian Form: Pricing European Bond Option 0 3 18 154 2 13 67 456
Tracking Error and Active Portfolio Management 18 36 135 1,532 45 92 397 5,116
Total Working Papers 28 67 260 2,706 88 229 907 9,977

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 0 0 8 26 0 2 18 127
Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions 1 5 13 94 2 7 20 264
Hedging diffusion processes by local risk minimization with applications to index tracking 1 1 8 27 4 7 28 72
Total Journal Articles 2 6 29 147 6 16 66 463

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Statistics updated 2009-11-04