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A comprehensive mathematical approach to exotic option pricing

โœ Scribed by Rossella Agliardi

Book ID
112144020
Publisher
John Wiley and Sons
Year
2012
Tongue
English
Weight
286 KB
Volume
35
Category
Article
ISSN
0170-4214

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A simple approach to bond option pricing
A simple approach to bond option pricing
โœ Wei, Jason Z. ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 335 KB ๐Ÿ‘ 2 views

In the last 15 years or so, tremendous efforts and progress have been made in valuing interest rate sensitive derivative securities. Broadly speaking, two different approaches have been used. Some authors have modeled interest rates in an equilibrium setting and derived bond prices and other interes