Valuation of bonds and options under floating interest rate (Q2702368)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of bonds and options under floating interest rate |
scientific article |
Statements
17 July 2003
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option pricing
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pricing
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random parameters
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stochastic differential equations
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Cauchy problem
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zero-coupon bonds
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Markov process
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Black-Scholes formulae
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European options
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variances
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Valuation of bonds and options under floating interest rate (English)
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