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...

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Detalles Bibliográficos
Autores principales: Lynn, Bryan, Coffey, Brian
Lenguaje:eng
Publicado: 2009
Materias:
Academic Training Lecture Regular Programme
Acceso en línea:http://cds.cern.ch/record/1217632
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author Lynn, Bryan
Coffey, Brian
author_facet Lynn, Bryan
Coffey, Brian
author_sort Lynn, Bryan
collection CERN
description <!--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 Duals
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institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2009
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spelling cern-12176322022-11-03T08:16:04Zhttp://cds.cern.ch/record/1217632engLynn, BryanCoffey, BrianMathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (3/3)Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (3/3)Academic Training Lecture Regular Programme<!--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 Duals oai:cds.cern.ch:12176322009
spellingShingle Academic Training Lecture Regular Programme
Lynn, Bryan
Coffey, Brian
Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (3/3)
title Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (3/3)
title_full Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (3/3)
title_fullStr Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (3/3)
title_full_unstemmed Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (3/3)
title_short Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (3/3)
title_sort mathematics, pricing, market risk management and trading strategies for financial derivatives (3/3)
topic Academic Training Lecture Regular Programme
url http://cds.cern.ch/record/1217632
work_keys_str_mv AT lynnbryan mathematicspricingmarketriskmanagementandtradingstrategiesforfinancialderivatives33
AT coffeybrian mathematicspricingmarketriskmanagementandtradingstrategiesforfinancialderivatives33

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