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Financial engineer course: |
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| URL |
http://http://sebastien.lapedra.googlepages.com/ |
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Nbr. de Notes : 1, Note Moyenne : 10.00 |
| Date d'ajout |
01-16-2008 |
| ETC |
Hits : 293, Visite(s) : 39, Commentaire(s) : 0 |
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Financial engineer course:
Common rates derivatives pricing (Vanilla swap, cap, floor, Libor in arrears swap, CMS swap, CMS options) and Stochastic volatility (implied volatility, Heston, SABR, variance swap).
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