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Documents Numerical Determination of Exotic Option Price

Numerical Determination of Exotic Option Prices Diplom Thesis supervised by the Swiss Banking Institute (ISB) at the University of Zurich Prof. Dr. Thorsten Hens Author:…

Documents A Computational Methodology for Modelling the Dynamics of Stat Arb

A Computational Methodology for Modelling the Dynamics of Statistical Arbitrage Andrew Neil Burgess Decision Technology Centre Department of Decision Sciences A thesis submitted…

Documents Monday November 26 2012 Top 10 Risk Compliance News Events

Page |1 International Association of Risk and Compliance Professionals (IARCP) 1200 G Street NW Suite 800 Washington, DC 20005-6705 USA Tel: 202-449-9750 www.risk-compliance-association.com…

Documents Solvency II News November 2012

Solvency ii Association 1200 G Street NW Suite 800 Washington, DC 20005-6705 USA Tel: 202-449-9750 www.solvency-ii-association.com Dear member, Today we will start from the…

Business Ch06

1.   2. Chapter 4 Measuring and Calculating Interest Rates and Financial Asset Prices 3. Learning Objectives To explore the important relationships between the interest…

Documents DG152 Functions

DerivaGem - Version 1.52 For Excel 2000 and more recent versions of Excel This is the Applications Builder Software that has been designed to accompany John Hull's texts:…

Documents ch20

Chapter 20 Options and Corporate Finance Learning Objectives 1. Define a call option and a put option, and describe the payoff function for each of these options. 2. List…

Economy & Finance Feps financial transaction_tax_-_background_paper

1. Europeans for Financial Reform“Fighting for a Financial Transaction Tax - how and why?” 15th March 2010 Bibliothèque Solvay, Rue Belliard 137, 1000 Brussels Background…

Documents World Bank Eap Update Full Report

WORLD BANK EAST ASIA AND PACIFIC ECONOMIC UPDATE APRIL 2013 A Fine Balance WORLD BANK EAST ASIA AND PACIFIC ECONOMIC UPDATE APRIL 2013 A Fine Balance © April 2013. The International…

Documents Monetary Policy RBI.

RBI Monetary Policy The Monetary Policy regulates the supply of money and the cost and availability of credit in the economy. It deals with both the lending and borrowing…