Informed traders von Brody, Dorje C, Davis, Mark H.A, Friedman, Robyn L, Hughston, Lane P

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Malliavin Monte Carlo Greeks for jump diffusions von Davis, Mark H.A., Johansson, Martin P.

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Risk‐sensitive benchmarked asset management with expert forecasts von Davis, Mark H.A., Lleo, Sébastien

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Installment Options and Static Hedging von DAVIS, MARK H.A, SCHACHERMAYER, WALTER, TOMPKINS, ROBERT G

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Perturbation analysis of sub/super hedging problems von Badikov, Sergey, Davis, Mark H.A., Jacquier, Antoine

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DISCUSSION OF "ELICITABILITY AND BACKTESTING: PERSPECTIVES FOR BANKING REGULATION" von Davis, Mark H. A.

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Verification of internal risk measure estimates von Davis, Mark H. A.

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IMPULSE CONTROL OF MULTIDIMENSIONAL JUMP DIFFUSIONS von DAVIS, Mark H. A, XIN GUO, GUOLIANG WU

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THE RANGE OF TRADED OPTION PRICES von Davis, Mark H. A., Hobson, David G.

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Optimal investment under partial information von Björk, Tomas, Davis, Mark H. A., Landén, Camilla

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Jump-diffusion asset–liability management via risk-sensitive control von Davis, Mark H. A., Lleo, Sébastien

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A note on utility-based pricing in models with transaction costs von Davis, Mark H. A., Yoshikawa, Daisuke

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A note on utility-based pricing von Davis, Mark H. A., Yoshikawa, Daisuke

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Complete–market models of stochastic volatility von Davis, Mark H. A.

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Taming animal spirits: risk management with behavioural factors von Andruszkiewicz, Grzegorz, Davis, Mark H. A., Lleo, Sébastien

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ARBITRAGE-FREE INTERPOLATION OF THE SWAP CURVE von DAVIS, MARK H. A., MATAIX-PASTOR, VICENTE

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LARGE PORTFOLIO CREDIT RISK MODELING von DAVIS, MARK H. A., ESPARRAGOZA-RODRIGUEZ, JUAN CARLOS

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Black-Scholes Formula

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Options: Basic Definitions

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Binomial Tree

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