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 1 3 636
A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models 0 0 0 0 0 0 1 344
A Survey of Models for the Pricing of Interest Rate Derivatives 0 0 0 0 0 0 1 181
Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques 0 0 0 115 0 0 0 371
Evaluation of Point Barrier Options in a Path Integral Framework Using Fourier-Hermite Expansions 0 0 0 7 0 0 0 359
Hedging Diffusion Processes by Local Risk-Minimisation with Applications to Index Tracking 0 0 0 105 0 0 1 403
Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions 0 0 0 291 1 1 1 599
Pricing American Interest Rate Options in a Heath-Jarrow-Morton Framework Using Method of Lines 0 0 0 249 0 0 0 834
Self-funding Instalment Warrants 0 0 0 43 0 1 3 198
THE EVALUATION OF MULTIASSET EUROPEAN AND AMERICAN OPTIONS VIA FOURIER HERMITE SERIES EXPANSIONS 0 0 0 0 0 0 2 805
The Calibration of Stock Option Pricing Models Using Inverse Problem Methodology 0 1 1 389 1 3 7 906
The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions 0 0 0 0 0 0 0 336
The Reduction of Forward Rate Dependent Volatility HJM Models to Markovian Form: Pricing European Bond Option 0 0 0 181 0 0 1 585
Tracking Error and Active Portfolio Management 0 1 2 1,791 1 3 6 6,128
Total Working Papers 0 2 3 3,324 3 9 26 12,685

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 0 0 190
Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions 0 0 0 136 0 1 4 388
Hedging diffusion processes by local risk minimization with applications to index tracking 0 0 1 49 0 1 4 153
Tracking Error and Active Portfolio Management 0 2 4 31 0 2 6 108
Total Journal Articles 0 2 5 257 0 4 14 839

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Statistics updated 2025-09-05