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 0 1 632
A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models 0 0 0 0 0 0 0 343
A Survey of Models for the Pricing of Interest Rate Derivatives 0 0 0 0 0 0 0 180
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 3 370
Evaluation of Point Barrier Options in a Path Integral Framework Using Fourier-Hermite Expansions 0 0 0 7 0 0 0 358
Hedging Diffusion Processes by Local Risk-Minimisation with Applications to Index Tracking 0 0 0 105 0 0 0 402
Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions 0 0 0 291 0 1 1 596
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 2 42 1 2 7 192
THE EVALUATION OF MULTIASSET EUROPEAN AND AMERICAN OPTIONS VIA FOURIER HERMITE SERIES EXPANSIONS 0 0 0 0 1 1 2 802
The Calibration of Stock Option Pricing Models Using Inverse Problem Methodology 0 0 3 387 1 3 7 893
The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions 0 0 0 0 0 1 1 335
The Reduction of Forward Rate Dependent Volatility HJM Models to Markovian Form: Pricing European Bond Option 0 0 1 181 0 0 3 584
Tracking Error and Active Portfolio Management 0 0 1 1,786 0 1 2 6,117
Total Working Papers 0 0 7 3,316 3 9 27 12,638

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 1 40 0 0 1 188
Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions 1 1 2 135 1 1 4 382
Hedging diffusion processes by local risk minimization with applications to index tracking 0 0 0 48 0 1 4 147
Tracking Error and Active Portfolio Management 0 0 2 26 0 1 3 97
Total Journal Articles 1 1 5 249 1 3 12 814

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Statistics updated 2023-06-05