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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
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