Bankers, Markets & Investors n° 99 – Mars-Avril 2009 Agrandir

Bankers, Markets & Investors n° 99 – Mars-Avril 2009

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  • Libor Market Model in Premia* BERMUDAN PRICER, STOCHASTIC VOLATILITY AND MALLIAVIN CALCULUS
  • Disclosure, Derecognition and Consolidationof Securitizations*
  • PRICING PARISIAN OPTIONS USING LAPLACE TRANSFORMS
  • Calibration of the LIBOR market model - implementation in PREMIA*

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Sommaire


  • Libor Market Model in Premia* BERMUDAN PRICER, STOCHASTIC VOLATILITY AND MALLIAVIN CALCULUS
  • Disclosure, Derecognition and Consolidationof Securitizations*
  • PRICING PARISIAN OPTIONS USING LAPLACE TRANSFORMS
  • Calibration of the LIBOR market model - implementation in PREMIA*

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Bankers, Markets & Investors n° 99 – Mars-Avril 2009

Bankers, Markets & Investors n° 99 – Mars-Avril 2009

Sommaire


  • Libor Market Model in Premia* BERMUDAN PRICER, STOCHASTIC VOLATILITY AND MALLIAVIN CALCULUS
  • Disclosure, Derecognition and Consolidationof Securitizations*
  • PRICING PARISIAN OPTIONS USING LAPLACE TRANSFORMS
  • Calibration of the LIBOR market model - implementation in PREMIA*

Donner votre avis