Home People Institutions Chairs Agenda Forum Job market  Login Updated: 10/12/2008 09:56  Financial engineering Related institutions Centre for Financial Research (CFR) ISMA Centre Related working papers and articles   Stochastic models of implied volatility surfaces. Nonparametric calibration of jump-diffusion option pricing models Equilibrium Pricing in incomplete markets Corporate Governance: Stakeholder Value Versus Shareholder Value Corporate Governance: Stakeholder Value Versus Shareholder Value Finite difference methods for option pricing in jump-diffusion and exponential Lévy models. Option pricing models with jumps: integro-differential equations and inverse problems Recovering volatility from option prices by evolutionary optimization Model uncertainty and its impact on the pricing of derivative instruments LES PRODUITS DÉRIVÉS DE CRÉDIT Budget Perspectives 2004 Foreshadowing LTCM: The Crisis of 1763 Actuarial versus Financial Pricing of Insurance OPTIMALLY TRANSPORTED SCHEMES : APPLICATIONS IN MATHEMATICAL FINANCE OPTIMALLY TRANSPORTED SCHEMES : APPLICATIONS IN MATHEMATICAL FINANCE See also   Assets pricing, risks, risks management Asia-Pacific Financial Market Petit déjeuner de la finance - Pricing long-dated derivatives with stochastic interest rates and stochastic volatility Support and feedback: info@e-fern.org