First Page | Document Content | |
---|---|---|
![]() Date: 2009-11-03 21:30:16Economics Fixed income analysis Interest rates Options Stochastic processes Black–Scholes Ho–Lee model Risk-neutral measure Short-rate model Financial economics Mathematical finance Finance | Add to Reading List |
![]() | On the pricing of Bermudan swaptions with an application to limited observed market data Mattias Jansson Royal Institute of TechnologyDocID: utlj - View Document |
![]() | 2006 AWARDEES KYLE CRANMER Brookhaven National Laboratory JULIA LASKIN Pacific Northwest National Laboratory HO NYUNG LEEDocID: jvpy - View Document |
![]() | quant corner The Mathematical ModelerDocID: 2aSK - View Document |
![]() | PDF DocumentDocID: ZZT - View Document |