图 书 馆
金融衍生品的数学、定价、市场风险管理和交易策略Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives |
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| 课程网址: | http://videolectures.net/cernacademictraining2010_lynn_coffey_mpm... |
| 主讲教师: | Lynn Bryan; Coffey Brian |
| 开课单位: | VTB银行 |
| 开课时间: | 信息不详。欢迎您在右侧留言补充。 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | 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 |
| 关 键 词: | 外汇衍生工具; 波动率曲线; 外汇期权 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-11-14：cwx |
| 阅读次数: | 43 |