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Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (3/3)
<!--HTML-->IR and Long Term FX Derivatives - Stochastic Martingales for IR Curves - Implied Volatility Along the IR Curve - IR Libor Bonds - Vanilla IR Options: Caplets, Floorlets - Long Term FX Options: Interaction of Stochastic FX and Stochastic IR - $-Yen Bermudan Power Reverse...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
2009
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/1217632 |