Publication:3643095
From MaRDI portal
zbMath1207.91003MaRDI QIDQ3643095
Publication date: 10 November 2009
forwards; continuous time model; interest rates; futures; exotic options; binomial model; swaptions; foreign exchange markets; replicating portfolio; caps and floors; European and American options; arbitrage possibilities
91B70: Stochastic models in economics
91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance
91Gxx: Actuarial science and mathematical finance
97M30: Financial and insurance mathematics (aspects of mathematics education)
