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Beliaeva, Natalia's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
5,094 |
Total
Citations
17 |
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1.
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Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management Beliaeva, Natalia
Suffolk University - Department of Finance
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1,165
(7,168)
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arbitrage-free pricing, valuation, martingales, Arrow-Debreu prices, riskneutral measure, forward measure, stochastic discount factor, pricing kernel, Radon-Nikodym derivative, Girsanov theorem, Feynman Kac theorem
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2.
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Beliaeva, Natalia
Suffolk University - Department of Finance Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management
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19 Mar 08
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Last Revised:
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30 Mar 10
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976
(9,603)
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2
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Heston, options, stochastic volatility, American options, trees
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3.
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Beliaeva, Natalia
Suffolk University - Department of Finance Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management Soto, Gloria M.
University of Murcia - Faculty of Business and Economics
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01 Mar 07
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Last Revised:
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20 Apr 09
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810
(12,870)
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5
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Bond options, Interest Rate Trees, Jumps, Vasicek Model, American options
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4.
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Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management Beliaeva, Natalia
Suffolk University - Department of Finance Soto, Gloria M.
University of Murcia - Faculty of Business and Economics
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674
(16,890)
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term structure models, caps, swaptions, credit default swaps, credit derivatives
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5.
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Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management Beliaeva, Natalia
Suffolk University - Department of Finance
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617
(19,163)
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3
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Trees, Binomial, Trinomial, American options, CIR, Cox Ingersoll and Ross, Constant Elasticity of Variance, Short rate, caps, interest rate
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6.
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Beliaeva, Natalia
Suffolk University - Department of Finance Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management Soto, Gloria M.
University of Murcia - Faculty of Business and Economics
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416
(32,358)
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1
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Interest rate models, Term structure models, Jumps, CIR, CEV, Trees
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7.
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Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management Beliaeva, Natalia
Suffolk University - Department of Finance Soto, Gloria M.
University of Murcia - Faculty of Business and Economics
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11 Sep 08
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Last Revised:
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20 Sep 10
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238
(62,294)
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4
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Affine models, quadratic models, HJM models, LIBOR/SABR models, Single-Plus models, Double-Plus models, Triple-Plus models, new taxonomy
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8.
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Beliaeva, Natalia
Suffolk University - Department of Finance Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management
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123
(115,534)
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1
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American options, numerical methods, trees, Stocahstic volatility, jumps, SVJ
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9.
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Beliaeva, Natalia
Suffolk University - Department of Finance Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management
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27 Jan 11
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Last Revised:
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15 Jun 11
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75
(162,342)
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1
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CEV Short Rate Models, American interest rate options, CIR short rate model, Jump-diffusion processes, Longstaff and Schwartz LSM approach
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10.
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Beliaeva, Natalia
Suffolk University - Department of Finance Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management Soto, Gloria M.
University of Murcia - Faculty of Business and Economics
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| Posted: |
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07 May 07
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Last Revised:
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21 Jul 11
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credit default swaps, CDS, reduced form models, interest rate models, term structure models, affine, quadratic
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11.
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Beliaeva, Natalia
Suffolk University - Department of Finance Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management Soto, Gloria M.
University of Murcia - Faculty of Business and Economics
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| Posted: |
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07 May 07
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Last Revised:
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21 Jul 11
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Eurodollar futures, Euribor futures, Interest rate models, Term structure models, Affine, Quadratic, Convexity bias
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Records 1 -
11
of 11 matches
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