Risk-neutral hedging of interest rate derivatives (Q3119607)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-neutral hedging of interest rate derivatives |
scientific article |
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Risk-neutral hedging of interest rate derivatives (English)
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12 March 2019
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bond markets
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hedging
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infinite-dimensional analysis
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Clark-Ocone formula
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swaptions
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bond options
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caplets
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