<--- Back to Details
First PageDocument Content
Mathematics / Mathematical analysis / Probability / Probability distributions / Rice distribution / Normal distribution / HullWhite model
Date: 2007-03-27 13:46:59
Mathematics
Mathematical analysis
Probability
Probability distributions
Rice distribution
Normal distribution
HullWhite model

Microsoft PowerPoint - Chris Harris CFC 07.ppt

Add to Reading List

Source URL: www.bbk.ac.uk

Download Document from Source Website

File Size: 99,54 KB

Share Document on Facebook

Similar Documents

Microsoft PowerPoint - Chris Harris CFC 07.ppt

Microsoft PowerPoint - Chris Harris CFC 07.ppt

DocID: 1r3vx - View Document

ECONOMETRIC SPECIFICATIONS OF STOCHASTIC DISCOUNT FACTOR MODELS C. GOURIEROUX  (1)

ECONOMETRIC SPECIFICATIONS OF STOCHASTIC DISCOUNT FACTOR MODELS C. GOURIEROUX (1)

DocID: 1pQTt - View Document

PRICING OF SWING OPTIONS IN A MEAN REVERTING MODEL WITH JUMPS MATS KJAER G¨ oteborg University Abstract. We investigate the pricing of swing options in a model where the

PRICING OF SWING OPTIONS IN A MEAN REVERTING MODEL WITH JUMPS MATS KJAER G¨ oteborg University Abstract. We investigate the pricing of swing options in a model where the

DocID: 1preO - View Document

Best estimate calculations of saving contracts by closed formulas – Application to the ORSA - François BONNIN (Altia) - Frédéric PLANCHET (Université Lyon 1, Laboratoire SAF) - Marc JUILLARD (Winter & Associés) 20

Best estimate calculations of saving contracts by closed formulas – Application to the ORSA - François BONNIN (Altia) - Frédéric PLANCHET (Université Lyon 1, Laboratoire SAF) - Marc JUILLARD (Winter & Associés) 20

DocID: 1mnVn - View Document