J.P. Hutton

Nomura Holdings, Inc. (NHI)

1 St. Martins-le-Grand

Nomura Research Inst Nomura House

London EC1A 4NP

United Kingdom

  • Nomura Holdings, Inc. (NHI)

    • Tel: 0171 521 2000
SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Numerical Valuation of Cross-Currency Swaps and Swaptions

Number of pages: 30 Posted: 06 Dec 1997
M. A. H. Dempster and J.P. Hutton
University of Cambridge - Centre for Financial Research and Nomura Holdings, Inc. (NHI)
Downloads 2,662 (8,879)
Citation 11

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2.

Fast Numerical Valuation of American, Exotic and Complex Options

Number of pages: 28 Posted: 28 Jul 1997
M. A. H. Dempster and J.P. Hutton
University of Cambridge - Centre for Financial Research and Nomura Holdings, Inc. (NHI)
Downloads 835 (50,903)
Citation 1

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3.

Pricing American Stock Options by Linear Programming

Number of pages: 34 Posted: 06 Dec 1997
M. A. H. Dempster and J.P. Hutton
University of Cambridge - Centre for Financial Research and Nomura Holdings, Inc. (NHI)
Downloads 736 (60,330)
Citation 5

Abstract:

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