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 4 4 6 640
A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models 0 0 0 0 2 2 3 346
A Survey of Models for the Pricing of Interest Rate Derivatives 0 0 0 0 4 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 5 11 11 382
Evaluation of Point Barrier Options in a Path Integral Framework Using Fourier-Hermite Expansions 0 0 0 7 2 2 2 361
Hedging Diffusion Processes by Local Risk-Minimisation with Applications to Index Tracking 0 0 0 105 3 6 6 409
Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions 0 0 0 291 5 10 11 609
Pricing American Interest Rate Options in a Heath-Jarrow-Morton Framework Using Method of Lines 0 0 0 249 1 3 4 838
Self-funding Instalment Warrants 0 0 0 43 0 4 7 203
THE EVALUATION OF MULTIASSET EUROPEAN AND AMERICAN OPTIONS VIA FOURIER HERMITE SERIES EXPANSIONS 0 0 0 0 2 2 4 808
The Calibration of Stock Option Pricing Models Using Inverse Problem Methodology 0 0 1 389 3 5 11 912
The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions 0 0 0 0 3 5 5 341
The Reduction of Forward Rate Dependent Volatility HJM Models to Markovian Form: Pricing European Bond Option 0 0 0 181 5 8 8 593
Tracking Error and Active Portfolio Management 0 0 2 1,791 1 2 7 6,130
Total Working Papers 0 0 3 3,324 40 68 90 12,757

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 1 3 3 193
Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions 0 0 0 136 2 3 5 392
Hedging diffusion processes by local risk minimization with applications to index tracking 0 0 0 49 1 7 9 160
Tracking Error and Active Portfolio Management 0 0 4 33 1 4 11 115
Total Journal Articles 0 0 4 259 5 17 28 860

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12