Now showing items 1-2 of 2

    • Computational Methods in Finance Related to Distributions with Known Marginals 

      Memartoluie, Amir (University of Waterloo, 2017-05-30)
      Model uncertainty and the dependence structures of various risk factors are important components of measuring and managing financial risk, such as market, credit and operational risks. In this thesis we provide a systematic ...
    • Short Rate Models with Nonlinear Drift and Jumps 

      Memartoluie, Amir (University of Waterloo, 2009-08-27)
      Many financial contracts can be regarded as derivative securities where the underlying state variable is one or more rates of interest. A partial list of such contracts would include zero-coupon bonds, coupon paying bonds, ...

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