Dan Pirjol and Model - Free people check

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(NY) - Dan Pirjol - Can one price Eurodollar futures in Black-Derman ...www.meetup.com › thalesians › events

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Oct 14, — Dan Pirjol works in the Model Risk Group at JP Morgan, covering valuation models in commodities. Previously he was with Markit and Merrill Lynch ...

CLASSE: Particle Theory Seminars

www.classe.cornell.edu

Particle Theory Seminars . Fall Date Speaker Institution Title ; Mon 3:30pm Aug 23 : Matthias Neubert: ... Dan Pirjol: J.P.Morgan : Interest rate models for ...

Interdisciplinary Topics in Applied Mathematics, Modeling and...

books.google.de

Dan Pirjol Exploiting Block Triangular form for Solving DAEs: ...

Predictions for s-Wave and p-Wave Heavy Baryons from Sum arXivarxiv.org › hep-ph

arxiv.org

by D Pirjol · · Cited by 137 — Title:Predictions for s-Wave and p-Wave Heavy Baryons from Sum Rules and Constituent Quark Model (I): Strong Interactions. Authors:Dan Pirjol, Tung-Mow Yan.

AGENT-BASED SIMULATION MODEL FOR SPOOFING ProQuestsearch.proquest.com › openview › 1.pdf

search.proquest.com

by H Li · — Second, I would also thank Professor Dan Pirjol, who is always willing to offer help and give me suggestions for the next steps. With your help, I.

Phase Transition in a Log-Normal Markov Functional Model by Dan...

papers.ssrn.com

We derive the exact solution of a one-dimensional Markov functional model with log-normally distributed interest rates and constant volatility in the terminal m

EconPapers: Explosive behavior in a log-normal interest rate model

econpapers.repec.org

Explosive behavior in a log-normal interest rate model. Dan Pirjol. Papers from arXiv.org. Abstract: We consider an interest rate model with log-normally distributed ...

Explosive Behavior in the Black–Derman–Toy Model | SpringerLink

link.springer.com

MS2Discovery Interdisciplinary Research Institute, Wilfrid Laurier University. Authors. Dan Pirjol · (6). Author Affiliations. 6.

EconPapers: Phase transition in a log-normal Markov functional model

econpapers.repec.org

Phase transition in a log-normal Markov functional model. Dan Pirjol. Papers from arXiv.org. Abstract: We derive the exact solution of a one-dimensional Markov ...

Bruce Miller Page 2personal.tcu.edu › bmiller › miller1_files › page2

personal.tcu.edu

Jean-Louis Rouet, Universite d'Orleans, France One-dimensional cosmological models. John Hopkins, TCU Nonlinear Dynamics Dan Pirjol, JPMorgan

Equivalence of interest rate models and lattice gases - OA.mgoa.mg › work › physreve

oa.mg

Dan Pirjol Physical Review E →. Physics. Statistical physics. Lattice (music). Cite this on CitationsyDownload via PaperPandaOpen in Google ...

Rutgers Department of Physics and Astronomywww.physics.rutgers.edu › colloquium

www.physics.rutgers.edu

8-Oct, Dan Pirjol (J.P. Morgan), Financial modelling -- a physicist's perspective, Neuberger. 15-Oct, Tracy Slatyer (MIT), The Potential Dark Matter Signal ...

Speakers - NYU Web Publishingwp.nyu.edu › peter_carr_memorial_conference

wp.nyu.edu

Dan Pirjol, Stevens Institute of Technology “W-Shaped Implied Volatility Curves and the Gaussian Mixture Model”. Prithvi Ramesh, UBS Investment Bank

short maturity asian options for the cev model - Semantic Scholarwww.semanticscholar.org › paper › SHORT-MATURITY-ASIAN-OPTION...

www.semanticscholar.org

Feb 10, — @article{Pirjol2018SHORTMA, title={SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL}, author={Dan Pirjol and Lingjiong Zhu}, ...

Explosive behavior in a log-normal interest rate model - EconBiz

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You are here: Home > Explosive behavior in a log-no... > Description. Cover Image. Explosive behavior in a log-normal interest rate model. Dan Pirjol. Year of ...

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