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Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives

Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives

This video was recorded at CERN Academic Training Lectures 2010. IR and Long Term FX Derivatives - Stochastic Martingales for IR Curves - Implied Volatility Along the IR Curve - IR Libor Bonds - Vanilla IR Options: Caplets, Floorlets - Long Term FX Options: Interaction of Stochastic FX and Stochastic IR - $-Yen Bermudan Power Reverse Duals
Keywords:
videolectures, ocwc, oec
Disciplines:
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More about this material

Material Type:
Presentation
Date Added to MERLOT:
February 8, 2015
Date Modified in MERLOT:
January 8, 2021
Authors:
Submitter:
The Open Education Consortium
Primary Audience:
College General Ed, College Lower Division, College Upper Division
Technical Format:
Video
Mobile Compatibility:
Not specified at this time
Language:
English
Cost Involved:
No
Source Code Available:
No
Creative Commons:
Creative Commons License
This work is licensed under a Attribution-NonCommercial-NoDerivs 3.0 United States

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