Advanced Simulation-Based Methods for Optimal Stopping and Control With Applications in Finance von Belomestny, Denis, Schoenmakers, John

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Calibration of LIBOR models to caps and swaptions a way around intrinsic instabilities via parsimonious structures and a collateral market criterion von Schoenmakers, John

Stable implied calibration of a multi-factor LIBOR model via a semi-parametric correlation structure von Schoenmakers, John, Coffey, Brian

Iterative construction of the optimal Bermudan stopping time von Kolodko, Anastasija A., Schoenmakers, John

Numerically stable computation of CreditRisk+ von Haaf, Hermann, Reiß, Oliver, Schoenmakers, John

Monte Carlo methods for pricing and hedging American options von Milʹstejn, Grigorij N. 1937-, Reiß, Oliver, Schoenmakers, John

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Lognormal random field approximations to LIBOR market models von Kurbanmuradov, Orazgeldy, Sabel'fel'd, Karl K. 1953-, Schoenmakers, John

Advanced modeling for complex interest rate products von Schoenmakers, John, Belomestny, Denis

Robust libor modelling and pricing of derivative products von Schoenmakers, John

Inhaltsverzeichnis

An efficient dual Monte Carlo upper bound for Bermudan style derivatives von Kolodko, Anastasija A., Schoenmakers, John

Endogenous interest rate dynamics in asset markets von Reiß, Oliver, Schoenmakers, John, Schweizer, Martin

Transition density estimation for stochastic differential equations via forward-reverse representations von Milʹstejn, Grigorij N. 1937-, Schoenmakers, John, Spokojnyj, Vladimir G. 1959-

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LIBOR rate models, related derivatives and model calibration von Schoenmakers, John, Coffey, Brian