Gilles Daniel
Personal Details
First Name: Gilles
Middle Name:
Last Name: Daniel
Suffix:
RePEc Short-ID: pda179
Email: [This author has chosen not to make the email address public]
Homepage:
http://gillesdaniel.free.fr
Postal Address:
Phone:
Affiliation
(in no particular order)UBS Investment Bank
Homepage: http://www.ibb.ubs.com/
Location: Switzerland, ZurichDepartment of Management, Technology and Economics (D-MTEC)
Location: Zürich, Switzerland
Eidgenössische Technische Hochschule Zürich (ETHZ) (Federal Institute of Technology Zurich)
Homepage: http://www.mtec.ethz.ch/
Email:
Phone: +41 1 632 57 18
Fax: +41 1 632 10 47
Postal: ETH Zentrum KPL F 38.1, Kreuzplatz 5, 8032 Zürich
Handle: RePEc:edi:dmethch (more details at EDIRC)
Works
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF
Working papers
- Nathan L. Joseph & Gilles Daniel & David S. Bree, 2003. "Goodness-of-fit of the Heston model," Computing in Economics and Finance 2003 281, Society for Computational Economics.
NEP Fields
1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):- NEP-FMK: Financial Markets (1) 2003-10-20 Author is listed
Statistics
Most cited item
- Nathan L. Joseph & Gilles Daniel & David S. Bree, 2003. "Goodness-of-fit of the Heston model," Computing in Economics and Finance 2003 281, Society for Computational Economics.
Most downloaded item (past 12 months)
- Nathan L. Joseph & Gilles Daniel & David S. Bree, 2003. "Goodness-of-fit of the Heston model," Computing in Economics and Finance 2003 281, Society for Computational Economics.
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Corrections
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