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 6 626
A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models 0 0 0 0 0 0 0 338
A Survey of Models for the Pricing of Interest Rate Derivatives 0 0 0 0 0 0 1 178
Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques 0 0 0 113 0 1 4 356
Evaluation of Point Barrier Options in a Path Integral Framework Using Fourier-Hermite Expansions 0 0 1 5 0 2 5 350
Hedging Diffusion Processes by Local Risk-Minimisation with Applications to Index Tracking 0 0 0 105 1 1 1 400
Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions 0 0 0 291 1 1 3 593
Pricing American Interest Rate Options in a Heath-Jarrow-Morton Framework Using Method of Lines 0 0 0 249 1 1 6 831
Self-funding Instalment Warrants 0 0 6 36 6 9 28 125
THE EVALUATION OF MULTIASSET EUROPEAN AND AMERICAN OPTIONS VIA FOURIER HERMITE SERIES EXPANSIONS 0 0 0 0 0 0 2 795
The Calibration of Stock Option Pricing Models Using Inverse Problem Methodology 1 1 4 378 1 1 8 852
The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions 0 0 0 0 2 2 9 331
The Reduction of Forward Rate Dependent Volatility HJM Models to Markovian Form: Pricing European Bond Option 0 0 0 178 0 0 2 576
Tracking Error and Active Portfolio Management 0 1 2 1,781 2 4 21 6,102
Total Working Papers 1 2 13 3,289 14 24 96 12,453


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 39 0 0 2 187
Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions 0 0 0 132 1 2 10 373
Hedging diffusion processes by local risk minimization with applications to index tracking 0 0 0 47 1 1 1 138
Tracking Error and Active Portfolio Management 0 0 2 21 1 1 7 78
Total Journal Articles 0 0 2 239 3 4 20 776


Statistics updated 2020-09-04