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 1 5 6 641
A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models 0 0 0 0 0 4 4 348
A Survey of Models for the Pricing of Interest Rate Derivatives 0 0 0 0 0 4 5 185
Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques 0 0 0 115 1 6 12 383
Evaluation of Point Barrier Options in a Path Integral Framework Using Fourier-Hermite Expansions 0 0 0 7 0 2 2 361
Hedging Diffusion Processes by Local Risk-Minimisation with Applications to Index Tracking 0 0 0 105 1 4 7 410
Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions 0 0 0 291 1 10 16 614
Pricing American Interest Rate Options in a Heath-Jarrow-Morton Framework Using Method of Lines 0 0 0 249 1 2 5 839
Self-funding Instalment Warrants 0 0 0 43 1 1 7 204
THE EVALUATION OF MULTIASSET EUROPEAN AND AMERICAN OPTIONS VIA FOURIER HERMITE SERIES EXPANSIONS 0 0 0 0 1 5 6 811
The Calibration of Stock Option Pricing Models Using Inverse Problem Methodology 1 1 2 390 2 7 13 916
The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions 0 0 0 0 0 5 7 343
The Reduction of Forward Rate Dependent Volatility HJM Models to Markovian Form: Pricing European Bond Option 0 0 0 181 1 7 10 595
Tracking Error and Active Portfolio Management 0 0 2 1,791 0 2 8 6,131
Total Working Papers 1 1 4 3,325 10 64 108 12,781

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 4 194
Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions 0 0 0 136 0 3 6 393
Hedging diffusion processes by local risk minimization with applications to index tracking 0 0 0 49 1 6 13 165
Tracking Error and Active Portfolio Management 0 0 4 33 6 7 16 121
Total Journal Articles 0 0 4 259 7 18 39 873

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Statistics updated 2026-04-09