finmath
Conditional Analytic Monte-Carlo Pricing Scheme for Auto-Callables
27. 04 08 - 23:43 - Category:Mathematics
(English Text) | Research
(English Text)
We renamed the paper cited in the Journal of
Computational Finance 11(3) as "A semi-analytic
Monte Carlo pricing scheme for auto-callable
products". Its new title is "Conditional Analytic Monte Carlo
Pricing Scheme for Auto-Callable
Products".
Sample Chapters
05. 02 08 - 20:52 - Category:Mathematics
(English Text)
Sample chapters for "Mathematical Finance" are
available as a free download from the book's homepage.
Joshi on LMM
21. 10 07 - 23:37 - Category:Mathematics
(English Text)
Mark Joshi is giving a seminar on "Implementing the
LIBOR Market Model". The seminar will take place in
London, 24th-25th January 2008. For more information
see the flyer. Literature: Mark's
books at amzon.co.uk, amzon.com, amazon.de.