Concepedia

Nadima El‐Hassan

NE

Statistics

Publications

5

Citations

96

H-Index

5

Active since

1997

Affiliations

University of Technology Sydney(Current)

Nadima El‐Hassan is an author at University of Technology Sydney specializing in financial economics, finance, and quantitative finance.

Publications per year

1997–2006

5

Publications

5

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 · 1999 · 39 citations

Business, Economics, Finance +13

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 citations · Full text

Business, Finance, Mathematics +17

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 · 2006 · 15 citations

Engineering, Finance, Financial Management +14

The Calibration of Stock Option Pricing Models Using Inverse Problem Methodology

Carl Chiarella, Mark Craddock, Nadima El‐Hassan · RePEc: Research Papers in Economics · 2000 · 13 citations

Business, Finance, Mathematics +17

Tracking Error and Active Portfolio Management

Nadima El‐Hassan, Paul Kofman · Australian Journal of Management · 2003 · 10 citations

Business, Economics, Finance +17

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