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Author: admindev

A GARCH Diffusive Approach to Volatility Forecasting

23 April 2008 admindev

23rd April 2008

View the slides

Option Pricing via quadrature

20 February 2008 admindev

20th February 2008

Browse the book: Table of Contents

                               § 1.

                               § 4.

DFT Methods for Option Pricing – Fast Extensions on Non Uniform Gaussian Grids

24 January 2008 admindev

24th January 2008

View the slides

Fast Option Pricing Using Non Uniform Discrete Fourier Transform on Gaussian Discretization Grids

28 November 2007 admindev

28th November 2007

Read the paper

DFT Methods for Option Pricing – Fast Extensions on Non Uniform Gaussian Grids

15 November 2007 admindev

15th November 2007

View the slides

DFT methods for Option Pricing – Fast Extensions on Non Uniform Gaussian Grids (Performance analysis and Error Control)

13 November 2007 admindev

13th November 2007

View the slides

Course – Equity Derivatives and Structured Equity Products – Advanced Techniques for Pricing, Hedging & Trading

18 September 2007 admindev

18th September 2007 – New York

27th September 2007 –London

See the brochure

Course – Equity Derivatives and Structured Equity Products – Advanced Techniques for Pricing, Hedging & Trading

18 September 2007 admindev

18th September 2007 – New York

27th September 2007 –London

See the brochure

Course – Topics in Quantitative Finance

15 September 2007 admindev

Accademic Year 2007/2008

Read the syllabus

Course – Financial Engineering

1 September 2007 admindev

Accademic Year 2007/2008

Read the syllabus

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