Similar Items: Potential Future Exposure in the Presence of Initial Margin
- Testing adaptive market efficiency in the presence of non-Gaussian uncertainties
- Exposure modelling under change of measure
- Calibrating Term Structure Models to an Initial Yield Curve
- Investigating the relationship between the Price-Earning ratio and future stock returns in the South African Market
- Recursive marginal quantization: extensions and applications in finance
- An examination and implementation of the libor market model
Author: McWalter, Thomas
- Volatility transformation in a multi-curve setting applied to caps and swaptions
- The use of stochastic collocation for sampling from expensive distributions with applications in finance
- Analytical Solution of the Characteristic Function in the Trolle-Schwartz Model
- Employee Stock Option Valuation with Earnings-Based Vesting Condition
- Optimal tree methods
- Concurrence Between the Displaced Libor Market and Hull-White Models