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| First Page | Document Content | |
|---|---|---|
 Date: 1999-03-11 01:48:42Finance Black–Karasinski model Binomial options pricing model Black–Derman–Toy model Discounting Interest Black–Scholes Yield curve Hull–White model Mathematical finance Financial economics Economics |
| Pricing of Options Exposed to Cross-Currency Rates Sebastian Jaimungal University of Toronto Dmitri H. RubisovDocID: QnLN - View Document |
| On the pricing of Bermudan swaptions with an application to limited observed market data Mattias Jansson Royal Institute of TechnologyDocID: utlj - View Document |
| Semi-analytic valuation of credit linked swaps in a Black-Karasinski framework ¨ Peter Jackel Quant Congress EuropeDocID: dRq9 - View Document |
| Semi-analytic valuation of credit linked swaps in a Black-Karasinski framework ¨ Peter Jackel Quant Congress EuropeDocID: 9Rx5 - View Document |
| PDF DocumentDocID: 11Yp - View Document |