Bankers, Markets & Investors n° 99 – Mars-Avril 2009
95,00 €
TTC
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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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*
99
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16 autres produits dans la même catégorie :
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*