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 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 1 6 6 377
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 3 3 4 406
Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions 0 0 0 291 3 5 6 604
Pricing American Interest Rate Options in a Heath-Jarrow-Morton Framework Using Method of Lines 0 0 0 249 1 2 3 837
Self-funding Instalment Warrants 0 0 0 43 4 5 7 203
THE EVALUATION OF MULTIASSET EUROPEAN AND AMERICAN OPTIONS VIA FOURIER HERMITE SERIES EXPANSIONS 0 0 0 0 0 0 3 806
The Calibration of Stock Option Pricing Models Using Inverse Problem Methodology 0 0 1 389 2 2 8 909
The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions 0 0 0 0 1 2 2 338
The Reduction of Forward Rate Dependent Volatility HJM Models to Markovian Form: Pricing European Bond Option 0 0 0 181 2 3 3 588
Tracking Error and Active Portfolio Management 0 0 2 1,791 1 1 6 6,129
Total Working Papers 0 0 3 3,324 18 29 53 12,717

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 2 2 192
Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions 0 0 0 136 1 1 3 390
Hedging diffusion processes by local risk minimization with applications to index tracking 0 0 1 49 6 6 10 159
Tracking Error and Active Portfolio Management 0 1 4 33 2 5 10 114
Total Journal Articles 0 1 5 259 10 14 25 855

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Statistics updated 2026-01-09