Browsing by Author "Webber, Nick"

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Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes

Ribeiro, Claudia; Webber, Nick (Article)
An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling

Morini, Massimo; Webber, Nick (Article)
Implementing models of financial derivatives: Object oriented applications with VBA

Webber, Nick (Book)
Interest rate models on Lie groups

Park, F. C.; Chun, C. M.; Han, C. W.; Webber, Nick (Article)
Pricing Barrier Options with One-Factor Interest Rate Models

Kuan, Grace C. H.; Webber, Nick (Article)