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

author: Lynn Bryan, CERN - European Organization for Nuclear Research
author: Coffey Brian, VTB Bank
published: Feb. 27, 2012,   recorded: October 2009,   views: 7319
released under terms of: Creative Commons Attribution Non-Commercial Share Alike (CC-BY-NC-SA)
Categories

Related content

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Lecture popularity: You need to login to cast your vote.
  Delicious Bibliography

 Watch videos:   (click on thumbnail to launch)

Watch Part 1
Part 1 2:27:50
!NOW PLAYING
Watch Part 2
Part 2 1:10:25
!NOW PLAYING
Watch Part 3
Part 3 1:02:15
!NOW PLAYING

Description

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

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Write your own review or comment:

make sure you have javascript enabled or clear this field: