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Talk1 h 3 min

Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (3/3)

Bryan Lynn and Brian Coffey · CERN

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About

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.

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The talk

  1. Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (3/3) 2009-10-30 · 1 h 3 min · CERN's player

Credits and licence

Institution
CERN
Department
Academic Training Lecture Regular Programme,2009-2010
Taught by
Bryan Lynn, Brian Coffey
Year
2009
Level
Graduate
Language
English
Subjects
Mathematics, Economics, Business and management
Source
CERN
Licence
CERN, as CERN states it. CERN's terms
Attribution
© CERN. CERN provides its audiovisual media free of charge for educational and informational use, credited to CERN; this lecture is shown in CERN's own player.
Who can watch
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