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 4 6 640
A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models 0 0 0 0 2 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 0 6 11 382
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 0 6 6 409
Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions 0 0 0 291 4 12 15 613
Pricing American Interest Rate Options in a Heath-Jarrow-Morton Framework Using Method of Lines 0 0 0 249 0 2 4 838
Self-funding Instalment Warrants 0 0 0 43 0 4 6 203
THE EVALUATION OF MULTIASSET EUROPEAN AND AMERICAN OPTIONS VIA FOURIER HERMITE SERIES EXPANSIONS 0 0 0 0 2 4 5 810
The Calibration of Stock Option Pricing Models Using Inverse Problem Methodology 0 0 1 389 2 7 13 914
The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions 0 0 0 0 2 6 7 343
The Reduction of Forward Rate Dependent Volatility HJM Models to Markovian Form: Pricing European Bond Option 0 0 0 181 1 8 9 594
Tracking Error and Active Portfolio Management 0 0 2 1,791 1 3 8 6,131
Total Working Papers 0 0 3 3,324 14 72 101 12,771

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 4 194
Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions 0 0 0 136 1 4 6 393
Hedging diffusion processes by local risk minimization with applications to index tracking 0 0 0 49 4 11 12 164
Tracking Error and Active Portfolio Management 0 0 4 33 0 3 11 115
Total Journal Articles 0 0 4 259 6 21 33 866

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Statistics updated 2026-03-04