✦ LIBER ✦

On the valuation of an option to exchange one interest rate for another

✍ Scribed by Qiang Fu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Value of an Option to Exchange One A

✍ William Margrabe 📂 Article 📅 1978 🏛 John Wiley and Sons 🌐 English ⚖ 267 KB

On the valuation of currency options and

✍ Rafael Eldor 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 401 KB

On the option valuation and decompositio

✍ Choi, Won ;Ahn, Seung Chul 📂 Article 📅 2002 🏛 Springer-Verlag 🌐 English ⚖ 117 KB

An expository note on the valuation of f

✍ Hans-Jürg Büttler 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 662 KB

On the hedging of options on exploding e

✍ Carr, Peter; Fisher, Travis; Ruf, Johannes 📂 Article 📅 2013 🏛 Springer-Verlag 🌐 English ⚖ 962 KB

On the correlation of exchange rates and

✍ Charles M. Engel 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 278 KB