The Mathematical Institute, University of Oxford, Eprints Archive

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Number of items: 6.

Article

Haworth, Helen and Reisinger, Christoph and Shaw, William T. (2006) Modelling bonds and credit default swaps using a structural model with contagion. Quantitative Finance . (Submitted)

Haworth, Helen and Reisinger, Christoph and Shaw, William T. (2006) Modelling bonds and credit default swaps using a structural model with contagion. Quantitative Finance . (Submitted)

Shaw, William T. and Dougan, Andrew J. (2005) Curvature corrected impedance boundary conditions in an arbitrary basis. IEEE Transactions on Antennas and Propagation . (In Press)

Schmitz Abe, Klaus and Shaw, William T. (2005) Measure order of convergence without an exact solution, Euler vs Milstein scheme. International Journal of Pure and Applied Mathematics, 24 (3). pp. 365-381.

Shaw, William T. (2004) Recovering holomorphic functions from their real or imaginary parts without the Cauchy-Riemann equations. SIAM Review, 46 (4). pp. 717-728.

Other

Shaw, William T. (2005) New methods for simulating the Student T-distribution - Direct use of the inverse cumulative distribution function. Submitted to Journal of Computational Finance. (Submitted)

This list was generated on Wed Sep 17 20:19:37 2014 BST.