The Mathematical Institute, University of Oxford, Eprints Archive

Items where Research Group is "Mathematical and Computational Finance Group" and Year is 2006

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Number of items: 8.

C

Cisneros-Molina, Myriam (2006) Mathematical methods for valuation and risk assessment of investment projects and real options. PhD thesis, University of Oxford.

H

Haworth, H. (2006) Structural models of credit with default contagion. PhD thesis, University of Oxford.

Haworth, Helen and Reisinger, Christoph (2006) Modeling basket credit default swaps with default contagion. Journal of Credit Risk . (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)

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)

K

Kluge, T. (2006) Pricing swing options and other electricity derivatives. PhD thesis, University of Oxford.

M

Monoyios, Michael (2006) Characterisation of optimal dual measures via distortion. Decisions in Economics and Finance, 29 . pp. 95-119.

S

Schmitz Abe, Klaus and Giles, M. B. (2006) Pricing exotic options using strong convergence properties? In: ECMI 2006.

This list was generated on Fri Dec 19 03:12:45 2014 GMT.