Browsing 15 Commerce, Management, Tourism and Services by Author "El-Hassan Nadima"

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  • Browsing 15 Commerce, Management, Tourism and Services by Author

Browsing 15 Commerce, Management, Tourism and Services by Author "El-Hassan Nadima"

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  • The evaluation of discrete barrier options in a path integral framework 
    Chiarella Carl; El-Hassan Nadima; Kucera Adam (Springer, 2008)
    The pricing of discretely monitored barrier options is a difficult problem. In general, there is no known closed form solution for pricing such options. A path integral approach to the evaluation of barrier options is ...
  • Tracking error and active profolio management 
    El-Hassan Nadima; Kofman Paul (Australian Graduate School of Management, 2003)
    Persistent bear market conditions have led to a shift of focus in the tracking error literature. Until recently the portfolio allocation literature focused on tracking error minimization as a consequence of passive benchmark ...