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| English | No label defined |
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Statements
9 August 2007
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quantitative finance
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derivatives
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option pricing
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risk
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stochastic calculus
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volatility
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Black-Scholes model
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Merton model
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binomial model
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exotic options
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risk management
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credit risk
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interest rate modeling
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default risk
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real options
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storage costs
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dividend payment
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jump diffusion
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hedging
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volatility surface
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stochastic volatility
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uncertain parameters
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utility theory
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non-probabilistic interest rate model
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energy derivatives
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finite-difference methods
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Monte Carlo simulation
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numerical integration
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