Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives
author: Coffey Brian, VTB Bank
published: Feb. 27, 2012, recorded: October 2009, views: 7304
released under terms of: Creative Commons Attribution Non-Commercial Share Alike (CC-BY-NC-SA)
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
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
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !