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Title: Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (3/3)

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 Termmore » FX Options: Interaction of Stochastic FX and Stochastic IR - $-Yen Bermudan Power Reverse Duals« less
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Title: Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (3/3)
Publication Date: 2009-11-06
OSTI Identifier: 1026306
Other Number(s): Other: CERN FILE ID: 20111005479
Resource Type: Multimedia
Specific Type: Multimedia Presentation
Subject:
Publisher: CERN
Country of Publication: CERN
Language: English
Run Time: 1:02:11
System Entry Date: 2016-01-28