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 Structure of Interest Rates 0 0 0 153 0 2 7 642
A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models 0 0 0 0 0 1 5 349
A Survey of Models for the Pricing of Interest Rate Derivatives 0 0 0 0 0 0 4 185
Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques 0 0 0 115 0 3 14 385
Evaluation of Point Barrier Options in a Path Integral Framework Using Fourier-Hermite Expansions 0 0 0 7 0 4 6 365
Hedging Diffusion Processes by Local Risk-Minimisation with Applications to Index Tracking 0 0 0 105 0 6 12 415
Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions 0 0 0 291 0 2 17 615
Pricing American Interest Rate Options in a Heath-Jarrow-Morton Framework Using Method of Lines 0 0 0 249 0 3 7 841
Self-funding Instalment Warrants 0 0 0 43 1 5 11 208
THE EVALUATION OF MULTIASSET EUROPEAN AND AMERICAN OPTIONS VIA FOURIER HERMITE SERIES EXPANSIONS 0 0 0 0 0 1 6 811
The Calibration of Stock Option Pricing Models Using Inverse Problem Methodology 0 1 2 390 1 6 17 920
The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions 0 0 0 0 1 1 8 344
The Reduction of Forward Rate Dependent Volatility HJM Models to Markovian Form: Pricing European Bond Option 0 0 0 181 1 4 13 598
Tracking Error and Active Portfolio Management 0 0 1 1,791 3 6 12 6,137
Total Working Papers 0 1 3 3,325 7 44 139 12,815

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 0 41 0 2 6 196
Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions 0 0 0 136 1 3 9 396
Hedging diffusion processes by local risk minimization with applications to index tracking 0 0 0 49 1 5 17 169
Tracking Error and Active Portfolio Management 0 0 4 33 2 9 18 124
Total Journal Articles 0 0 4 259 4 19 50 885

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Statistics updated 2026-06-04