43 results on '"Bloch, Daniel A."'
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2. Stocks and Options Portfolio Optimisation With Reinforcement Learning
3. DeepNet Jump Models: Detecting and Predicting Price Jumps with Mahalanobis Distance and Signatures
4. A Review of 'The Pricing of Options and Corporate Liabilities'
5. Futuretesting Quantitative Strategies
6. American Options: Models and Algorithms
7. Impacts of Daily Price Limits on Option Pricing
8. Learning Option Prices With Corporate Events
9. Option Prices Expansions and Applications
10. Deep Learning Based Dynamic Implied Volatility Surface
11. Deep String Matching For Duplicate Detection
12. Predicting Future Implied Volatility Surface Using TDBP-Learning
13. Predicting Conditional Expectations For Path-Dependent Events Using TDBP-Learning
14. Option Pricing With Machine Learning
15. Neural Networks Based Dynamic Implied Volatility Surface
16. Option Pricing: Theory and Applications
17. Recipe for Quantitative Trading with Machine Learning
18. A Practical Guide to Quantitative Volatility Trading
19. Hedging Climate Risk: A Global and Local Solution
20. A Practical Guide to Quantitative Portfolio Trading
21. Introducing The Climate Credit Mechanism
22. Arbitrage-Free Mix Var Volatility Surfaces and Applications
23. From Implied Volatility Surface to Quantitative Options Relative Value Trading
24. From Implied to Local Volatility Surface
25. Financing the Climate Economy
26. Pricing Equity Derivatives Under the Convenience Yield Measure
27. Financing Adaptation to Climate Change with Climate Derivatives
28. The Pricing of Carbon Bonds and Other Index-Linked Carbon Derivatives
29. Applying Climate Derivatives to Flood Risk Management
30. A Note On Emissions Trading: The Pricing Of Carbon Derivatives
31. Smiling at Evolution
32. A Practical Guide to Implied and Local Volatility
33. Hedging Climate Risks with Derivatives
34. Climate Hedging Explained
35. Fast Calibration of Interest Rate Claims in the Quadratic Gaussian Model: 1 The Caplets
36. Fast Calibration of Interest Rate Claims in the Quadratic Gaussian Model : 2 the Swaptions
37. A Note on Calibration of Markov Processes
38. Multi-Currency Local Volatility Model
39. Expanding Forward Starting Options
40. Fast Calibration of Options on Variance Swaps
41. Fast Calibration of the Affine and Quadratic Models
42. Libor Market Models Within the Affine and Quadratic Models
43. Affine and Quadratic Jump-Diffusion Models: Application to New Exotic Options in Equity and Hybrid Markets
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