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Pricing Mortgage-Backed Securities using Prepayment Functions and Pathwise Monte Carlo Simulation.
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Valuation of Mortgage Backed Securities with Prepayment using BDT Model and Monte Carlo Methods
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Implementation of Some Finite Difference Methods for the Pricing of Derivatives using C++ Programming.
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Portfolio Optimization Based on Robust Estimation Procedures
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Value at Risk Models for a Nonlinear Hedged Portfolio
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HISTORICAL RISK ASSESSMENT OF A BALANCED PORTFOLIO USING VALUE-AT-RISK
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Transaction costs and resampling in mean-variance portfolio optimization
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Evaluating of path-dependent securities with low discrepancy methods
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Risk Measurement of Mortgage-Backed Security Portfolios via Principal Components and Regression Analyses
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