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

- 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](https://videos.cern.ch/record/3002555)
- Licence: [CERN](http://copyright.web.cern.ch)
- Who can watch: Tweens profiles and older (sources give no ratings; placed by Invisible Network from the source's own words)

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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## Lectures

1. [Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (3/3)](https://invisiblenetwork.ai/learn/cern/3002555/dc06acafc3a4), 1 h 3 min (CERN's player)