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مجموعه آموزشی جامع فارکس

بایگانی‌ها exotic options - مرجع آموزش بازار بورس و فارکس

fi lecture16 exotic options credit derivatives

fi lecture16 exotic options credit derivatives Interest-rate exotic options usually are – Path-dependent – Correlation-dependent – Time-dependent – Or a mix of these features • Path-dependent options: option payoffs are a function of the path that interest rates follow over the option life • Correlation-dependent options: option payoffs are based on the relationship between several […]

تاریخ : مارس 23rd, 0887