ON CASH SETTLED IRR-SWAPTIONS AND MARKOV FUNCTIONAL MODELING (Q2976127)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON CASH SETTLED IRR-SWAPTIONS AND MARKOV FUNCTIONAL MODELING |
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ON CASH SETTLED IRR-SWAPTIONS AND MARKOV FUNCTIONAL MODELING (English)
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13 April 2017
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swaptions
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IRR
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convexity
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term-structure
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linear Gaussian model
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quadratic Gaussian model
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Markov functional
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