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Documents 1 Chapter 22 Exotic Options: II. 2 Outline Simple options that are used to build more complex ones.....

Chapter 22 Exotic Options: II Outline Simple options that are used to build more complex ones Simple all-or-nothing options All-or-nothing barrier options Multivariate options…

Documents Interest Rate Models

Interest Rate Models. 報告者:鄭傑仁. 3.4 Models for the Risk-Free Rate of Interest. 3.4.1 Time Homogeneity 3.4.2 Calculation of Bond Prices 3.4.3 Derivative Price.…

Documents Chapter 22 Exotic Options: II

Chapter 22 Exotic Options: II Outline Simple options that are used to build more complex ones Simple all-or-nothing options All-or-nothing barrier options Multivariate options…

Documents Evaluation and pricing of risk under stochastic volatility

Evaluation and pricing of risk under stochastic volatility Giacomo Bormetti Scuola Normale Superiore, Pisa Agenda P versus Q: a brief overview of two branches of quantitative…