Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives

author: Lynn Bryan, CERN - European Organization for Nuclear Research
author: Coffey Brian, VTB Bank
published: Feb. 27, 2012,   recorded: October 2009,   views: 874
released under terms of: Creative Commons Attribution Non-Commercial Share Alike (CC-BY-NC-SA)
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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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