✦ LIBER ✦

The Valuation of Interest Rate Digital Options and Range Notes Revisited

✍ Scribed by Patrick Navatte; François Quittard-Pinon

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The analysis and valuation of interest r

✍ R.C. Stapleton; M.G. Subrahmanyam 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 1019 KB

The valuation of foreign currency option

✍ S. Choi; M.D. Marcozzi 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 595 KB

On the valuation of an option to exchang

✍ Qiang Fu 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 348 KB

Fair valuation of life insurance liabili

✍ Anders Grosen; Peter Løchte Jørgensen 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 315 KB

Efficient procedures for the valuation a

✍ Chuang-Chang Chang 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 173 KB

The Valuation of American Options with S

✍ T. S. HO; RICHARD C. STAPLETON; MARTI G. SUBRAHMANYAM 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 851 KB