16
Publications
2.4K
Citations
15
H-Index
1989
Active since
Affiliations
Farshid Jamshidian is an author at Faculdades Guarulhos specializing in business, finance, and asset pricing.
Top concepts
BusinessFinanceAsset PricingOption PricingEconomicsFinancial EconomicsEngineeringSystems EngineeringFinancial EngineeringDesign
Publications per year
1989–2007
16
16
LIBOR and swap market models and measures
Farshid Jamshidian · Finance and Stochastics · 1997 · 783 citations · Full text
Farshid Jamshidian · The Journal of Finance · 1989 · 640 citations
Option Pricing, Term Structure Model, Financial Economics +14
Farshid Jamshidian · The Journal of Finance · 1989 · 220 citations
Scenario Simulation: Theory and methodology
Farshid Jamshidian, Yu Zhu · Finance and Stochastics · 1996 · 166 citations · Full text
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