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Joshi
Results: 550

#	Item
241	PRICING AND DELTAS OF DISCRETELY-MONITORED BARRIER OPTIONS USING STRATIFIED SAMPLING ON THE HITTING-TIMES TO THE BARRIER MARK JOSHI AND ROBERT TANG Abstract. We develop new Monte Carlo techniques based on stratifying the Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:14:58 Mathematical finance Stochastic processes Probability and statistics Normal distribution Barrier option Black–Scholes Variance reduction Options Statistics Financial economics
242	Placement of Students 1 Placement of Students into First-Year Writing Courses Norbert Elliot, Perry Deess, Alex Rudiny, Kamal Joshi New Jersey Institute of Technology Add to Reading List Source URL: www.njit.edu Language: English - Date: 2012-02-27 15:16:54 Placement testing College Board Educational Testing Service Test SAT Graduate Record Examinations ACT Multiple choice Language assessment Education Standardized tests Evaluation
243	MINIMAL PARTIAL PROXY SIMULATION SCHEMES FOR GENERIC AND ROBUST MONTE-CARLO GREEKS JIUN HONG CHAN AND MARK JOSHI Abstract. In this paper, we present a generic framework known as the minimal partial proxy simulation schem Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:06:38 Variance reduction Stochastic differential equation Statistics Stochastic processes Importance sampling
244	PRACTICAL POLICY ITERATION: GENERIC METHODS FOR OBTAINING RAPID AND TIGHT BOUNDS FOR BERMUDAN EXOTIC DERIVATIVES USING MONTE CARLO SIMULATION CHRISTOPHER BEVERIDGE AND MARK JOSHI Abstract. We introduce a set of improveme Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:12:16 Randomness Mathematical finance Options Investment Numerical analysis Interest rate derivative LIBOR market model Control variates Iteration Financial economics Mathematical sciences Applied mathematics
245	Will The New Health Care Marketplaces Work? A body of economic research suggests they will. JULY 2013 by Nikhil Joshi Add to Reading List Source URL: www.businessfwd.org Language: English - Date: 2014-11-14 17:41:18 Financial economics Financial institutions Institutional investors Health insurance exchange Patient Protection and Affordable Care Act Health insurance Insurance Job lock Health care reform Healthcare reform in the United States Health Healthcare in the United States
246	Meera Joshi Commissioner Licensing and StandardsQueens Boulevard Long Island City, NY 11101 +tel +fax Add to Reading List Source URL: www.nyc.gov Language: English - Date: 2015-02-10 10:56:18 Taxicabs Illegal taxicab operation Vehicle Transportation in New York City Government of New York City Taxicabs of New York City
247	FAST SENSITIVITY COMPUTATIONS FOR MONTE CARLO VALUATION OF PENSION FUNDS MARK JOSHI AND DAVID PITT Abstract. Sensitivity analysis, or so-called ‘stress-testing’, has long been part of the actuarial contribution to pr Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:21:40 Process management Scientific modeling Sensitivity analysis Monte Carlo methods in finance Actuarial science Defined benefit pension plan Economics Mathematical finance Knowledge Science
248	GRAPHICAL ASIAN OPTIONS MARK S. JOSHI Abstract. We discuss the problem of pricing Asian options in Black–Scholes model using CUDA on a graphics processing unit. We survey some of the issues with GPU programming and dis Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:12:17 Finance Equations Probability theory Risk-neutral measure CUDA Asian option Black–Scholes Heat equation Binomial options pricing model Financial economics Mathematical finance Options
249	FIRST AND SECOND ORDER GREEKS IN THE HESTON MODEL JIUN HONG CHAN AND MARK JOSHI Abstract. In this paper, we present an efficient approach to compute the first and the second order price sensitivities in the Heston model Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:23:08 Mathematical finance Stochastic processes Equations Numerical analysis Normal distribution Black–Scholes Discretization Variance Heston model Statistics Mathematics Mathematical analysis
250	ScienceMatters-FinalText.x_ScienceMatters-FinalText.x Add to Reading List Source URL: www.futureleaders.com.au Language: English - Date: 2014-08-10 01:05:49 Nalini Joshi Mathematician Science Mathematics Philosophy of mathematics Applied mathematics

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