Financial Mathematics (Q3114204): Difference between revisions
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Latest revision as of 01:34, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial Mathematics |
scientific article |
Statements
Financial Mathematics (English)
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1 February 2012
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discrete time multi-period model
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no-arbitrage pricing
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self-financing investment strategy
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hedging
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market completeness
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binomial model
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trinomial model
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consumption
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utility
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European option
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American option
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short rate model
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forward rate model
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affine interest rate model
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Hull-White model
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cap
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floor
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swap
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swaption
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