Farshid Jamshidian

According to our database1, Farshid Jamshidian authored at least 3 papers between 1996 and 2004.

Collaborative distances:
  • no known Dijkstra number2.
  • no known Erdős number3.

Timeline

Legend:

Book  In proceedings  Article  PhD thesis  Dataset  Other 

Links

On csauthors.net:

Bibliography

2004
Valuation of credit default swaps and swaptions.
Finance Stochastics, 2004

1997
LIBOR and swap market models and measures.
Finance Stochastics, 1997

1996
Scenario Simulation: Theory and methodology.
Finance Stochastics, 1996


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