<--- Back to Details
First PageDocument Content
Finance / Heath–Jarrow–Morton framework / Black–Scholes / Volatility / Stochastic volatility / Yield curve / Normal distribution / Binomial options pricing model / Wiener process / Mathematical finance / Financial economics / Statistics
Date: 2008-08-19 17:29:00
Finance
Heath–Jarrow–Morton framework
Black–Scholes
Volatility
Stochastic volatility
Yield curve
Normal distribution
Binomial options pricing model
Wiener process
Mathematical finance
Financial economics
Statistics

Add to Reading List

Source URL: www.bus.lsu.edu

Download Document from Source Website

File Size: 166,56 KB

Share Document on Facebook

Similar Documents

Euro-BTP Futures and Options at Eurex: Trading the Italian Yield Curve May 2018 May 2018

DocID: 1uRug - View Document

Longer-term Yield Decomposition: The Analysis of the Czech Government Yield Curve

DocID: 1util - View Document

03 AugustUS tech stocks gained; Treasury yield curve flattened S&P 500 ended flat, with IT outperforming; bond yields rose with a modest curve flattening Corporate earnings dragged European equities

DocID: 1tuw5 - View Document

Monthly Outlook September 2015 Summary  US Treasury (UST) yield curve, along with other asset classes, experienced volatile swings in August. The Chinese central bank’s announcement that it would modify the approach

DocID: 1sKR9 - View Document

New Commonwealth 2035 Inflation Linked Bond New Bond Lengthens Yield Curve The Australian Office of Financial Management this week announced the launch of a new inflation linked bond with a real coupon of 2.0% and a matu

DocID: 1svhW - View Document