Moment generating function approach to pricing interest rate and foreign exchange rate claims. (Q1413350)
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scientific article; zbMATH DE number 2004045
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment generating function approach to pricing interest rate and foreign exchange rate claims. |
scientific article; zbMATH DE number 2004045 |
Statements
Moment generating function approach to pricing interest rate and foreign exchange rate claims. (English)
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16 November 2003
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State price density
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Moment generating function
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Default-free discount bonds
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Options and swaps
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