Nadima El‐Hassan - Concepedia

Author

Nadima El‐Hassan

Also Known As

N. EL-HASSAN, N. El-Hassan, Nadima El-Hassan, Nadima El‐Hassan

Publications

124

Citations

H-Index

Concepts

All Affiliations

Nadima El‐Hassan is an author at University of Technology Sydney specializing in asset pricing, business, and financial engineering.

#	Concept	H-Index	Publications	Citations
1	Business	3	3	62
2	Asset Pricing	3	3	62
3	Engineering	2	2	28
4	Finance	2	2	23
5	Management	1	1	10

Nadima El‐Hassan

Publications

Citations

H-Index

Page 1

	Year	Citations
Evaluation of American option prices in a path integral framework using Fourier–Hermite series expansions Carl Chiarella, Nadima El‐Hassan, Adam Kučera Journal of Economic Dynamics and Control Option PricingAsset PricingDerivative PricingBusinessFourier Analysis	1999	39
Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals using Fast Fourier Transform Techniques Carl Chiarella, Nadima El‐Hassan SSRN Electronic Journal	1997	19
Hedging diffusion processes by local risk minimization with applications to index tracking David B. Colwell, Nadima El‐Hassan, Oh Kang Kwon Journal of Economic Dynamics and Control Computational FinanceEngineeringDiffusion ProcessesStochastic ProcessesDiffusion Process	2006	15
The Calibration of Stock Option Pricing Models Using Inverse Problem Methodology Carl Chiarella, Mark Craddock, Nadima El‐Hassan RePEc: Research Papers in Economics Numerical AnalysisOption PricingMultivariate Stochastic VolatilityVolatility ModelingAsset Pricing	2000	13
Tracking Error and Active Portfolio Management Nadima El‐Hassan, Paul Kofman Australian Journal of Management Passive Benchmark ManagementPortfolio OptimizationFinancial EconomicsAsset PricingActive Portfolio Management	2003	10

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